Search Results - subject:"Index investment"

Do extreme CIT position changes move prices in grain futures markets?

Li, Jiarui; Irwin, Scott H.; Etienne, Xiaoli - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 792-814

has pressured agricultural futures prices upwards substantially. However, the impact of index investment activities may be …

Persistent link: https://www.econbiz.de/10013503720

Foreign Direct Investment in Indonesia's Agriculture

Pasaribu, Donny; Murwani, Arumdriya; Setiawan, Indra - 2021

Persistent link: https://www.econbiz.de/10012806746

Price discovery in commodity futures and cash markets with heterogeneous agents

Van Huellen, Sophie - In: Journal of international money and finance 95 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012135182

Investor sentiment and market fundamentals : the impact of index investment on energy and metals markets

Gilbert, Christopher L. - In: Mineral economics : raw materials report 31 (2018) 1/2, pp. 87-102

Persistent link: https://www.econbiz.de/10012027353

Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices

Yan, Lei; Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 72 (2018), pp. 486-504

Persistent link: https://www.econbiz.de/10011972365

Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500

Oztek, M. Fatih; Ocal, Nadir - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2013

This paper tests and models time varying correlations among agricultural commodity, precious metal and S&P500 indices to uncover whether rising trend among these markets is a result of financialization of commodity markets and/or financial crisis. We particularly investigate the roles of market...

Persistent link: https://www.econbiz.de/10010837144

Does the Masters Hypothesis Explain Recent Food Price Spikes?

Irwin, Scott H. - Structure and Performance of Agriculture and … - 2012

index investment and price movements in agricultural futures markets. One line of research uses time-series regression tests … of literature fails to find compelling evidence that buying pressure from commodity index investment in recent years …

Persistent link: https://www.econbiz.de/10010911058

Does the Masters Hypothesis Explain Recent Food Price Spikes?

Irwin, Scott H. - International Association of Agricultural Economists - IAAE - 2012

Persistent link: https://www.econbiz.de/10010913967

New evidence that index traders did not drive bubbles in grain futures markets

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10011607640

Price explosiveness, speculation, and grain futures prices

Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10011294281