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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

Testing the Masters Hypothesis in commodity futures markets

Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 34 (2012) 1, pp. 256-269

Persistent link: https://www.econbiz.de/10009618857

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

The impact of financialization on the efficiency of commodity futures markets

Bohl, Martin T.; Irwin, Scott H.; Pütz, Alexander; … - In: Journal of commodity markets 31 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014477783

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

Energy futures prices and commodity index investment : new evidence from firm-level position data

Sanders, Dwight R.; Irwin, Scott H. - In: Energy economics 46 (2014), pp. 57-68

Persistent link: https://www.econbiz.de/10011299351

A reappraisal of investing in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: Applied economic perspectives and policy 34 (2012) 3, pp. 515-530

Persistent link: https://www.econbiz.de/10009721544

Bubbles in food commodity markets : four decades of evidence

Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: Journal of international money and finance 42 (2014), pp. 129-155

Persistent link: https://www.econbiz.de/10010371822

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