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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

Mapping Algorithms, Agricultural Futures, and the Relationship Between Commodity Investment Flows and Crude Oil Futures Prices

Yan, Lei - 2020

Several studies employ mapping algorithms to infer index positions in WTI crude oil futures from positions in agricultural futures and report an economically large and statistically significant impact of index positions on crude oil futures prices. In this article, we provide direct evidence...

Persistent link: https://www.econbiz.de/10012849741

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

Spreads and non-convergence in Chicago Board of Trade corn, soybean, and wheat futures : are index funds to blame?

Irwin, Scott H.; García, Philip; Good, Darrel L.; … - In: Applied economic perspectives and policy 33 (2011) 1, pp. 116-142

Persistent link: https://www.econbiz.de/10009158543

Index funds, financialization, and commodity futures markets

Irwin, Scott H.; Sanders, Dwight R. - In: Applied economic perspectives and policy 33 (2011) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009158557

The cost of post-harvest forward contracting in corn and soybeans

Mallory, Mindy L.; Zhao, Wenjiao; Irwin, Scott H. - In: Agribusiness : an internat. journal 31 (2015) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10011347559

How market efficiency and the theory of storage link corn and ethanol markets

Mallory, Mindy L.; Irwin, Scott H.; Hayes, Dermot James - In: Energy economics 34 (2012) 6, pp. 2157-2166

Persistent link: https://www.econbiz.de/10009688801

Returns to individual traders in agricultural futures markets : skill or luck?

Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - In: Applied economics 45 (2013) 25/27, pp. 3650-3666

Persistent link: https://www.econbiz.de/10010345884

The behavior of bid-ask spreads in the electronically-traded corn futures market

Wang, Xiaoyang; García, Philip; Irwin, Scott H. - In: American journal of agricultural economics 96 (2014) 2, pp. 557-577

Persistent link: https://www.econbiz.de/10010411881

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