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Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

Mulvey, John M. - 2014

A commodity index is designed as an equal-weighted set of four complementary tactics. The resulting portfolio takes …. Index performance is compared with long commodity indexes and commodity hedge funds. The benefits of an overlay strategy is …

Persistent link: https://www.econbiz.de/10013045636

Does index speculation impact commodity prices? : an intraday analysis

Tse, Yiuman; Williams, Michael - In: The financial review : the official publication of the … 48 (2013) 3, pp. 365-383

Persistent link: https://www.econbiz.de/10009782136

Is commodity index investing profitable?

Fethke, Tobias; Prokopczuk, Marcel - 2018

Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...

Persistent link: https://www.econbiz.de/10011879959