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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

Information content in deferred futures prices : live cattle and hogs

Sanders, Dwight R.; García, Philip; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 33 (2008) 1, pp. 87-98

Persistent link: https://www.econbiz.de/10003730347

Devil or angel? : the role of speculation in the recent commodity price boom (and bust)

Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - In: Journal of agricultural and applied economics 41 (2009) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10003889917

Smart money: the forecasting ability of CFTC large traders in agricultural futures markets

Sanders, Dwight R.; Irwin, Scott H.; Merrin, Robert P. - In: Journal of agricultural and resource economics : JARE ; … 34 (2009) 2, pp. 276-296

Persistent link: https://www.econbiz.de/10003892599

A speculative bubble in commodity futures prices? : cross-sectional evidence

Sanders, Dwight R.; Irwin, Scott H. - In: Agricultural economics : the journal of the … 41 (2010) 1, pp. 25-32

Persistent link: https://www.econbiz.de/10008698106

The impact of index and swap funds on commodity futures markets : preliminary results

Irwin, Scott H.; Sanders, Dwight R. - 2010

Persistent link: https://www.econbiz.de/10003994094

The adequacy of speculation in agricultural futures markets : too much of a good thing?

Sanders, Dwight R.; Irwin, Scott H.; Merrin, Robert P. - In: Applied economic perspectives and policy 32 (2010) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10003961743