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Ex ante basis risk in the live hog futures contract : has hedgers' risk increased?

García, Philip - In: The journal of futures markets 16 (1996) 4, pp. 421-440

Persistent link: https://www.econbiz.de/10001198897

Risk premiums and forward basis : evidence from the soybean oil market

Lewis, Karen E.; Altman, Ira J.; Manfredo, Mark R.; … - In: Agribusiness : an internat. journal 31 (2015) 3, pp. 388-398

Persistent link: https://www.econbiz.de/10011373338

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

Bubbles, froth and facts : another look at the masters hypothesis in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: Journal of agricultural economics 68 (2017) 2, pp. 345-365

Persistent link: https://www.econbiz.de/10011760621

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

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

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

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

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

Is the Supply Curve for Commodity Futures Contracts Upward Sloping?

Yan, Lei - 2019

Annual rebalancing of the S&P GSCI index provides a novel and strong identification to estimate the shape of supply curves for commodity futures contracts. Using the 24 commodities included in the S&P GSCI for 2004–2017, we show that cumulative abnormal returns (CARs) reach a peak of 59 basis...

Persistent link: https://www.econbiz.de/10012889825