Search Results - person:"Collot, Solène"

Measuring Financial Investor Presence through Term Structure Deflection

Adams, Zeno; Collot, Solene; Kirilenko, Andrei A. - 2022

We estimate the presence of financial investors in commodity futures markets from deflections in the term structure. We argue that large-scale inflows from financial investors cause systematic deviations in nearby futures contracts that reflect excessive buying pressure in commodities. We...

Persistent link: https://www.econbiz.de/10013404947

Measuring financial investor presence through term structure anomalies

Adams, Zeno; Collot, Solène; Rossi, Davide - 2021 - This version: May 2021

Persistent link: https://www.econbiz.de/10012515067

A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias

Collot, Solène; Hemauer, Tobias - In: Financial markets and portfolio management 35 (2021) 1, pp. 77-100

Persistent link: https://www.econbiz.de/10012495901

Have commodities become a financial asset? : evidence from ten years of Financialization

Adams, Zeno; Collot, Solène; Kartsakli, Maria - In: Energy economics 89 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012517063