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A model of financialization of commodities

Başak, Suleyman; Pavlova, Anna - 2015

Persistent link: https://www.econbiz.de/10011299571

What drives the commodity price beta of oil industry stocks?

Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009759405

Time-variations in commodity price jumps

Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84

Persistent link: https://www.econbiz.de/10011489343

On Commodity Price Limits

Janardanan, Rajkumar - 2019

commodity futures markets. We ask whether limit events are the result of shocks to fundamental volatility or the result of … temporary volatility induced by the trading of non-commercial market participants (speculators). We find little evidence that …

Persistent link: https://www.econbiz.de/10012900566

A Model of Financialization of Commodities

Basak, Suleyman - 2015

A sharp increase in the popularity of commodity investing in the past decade has triggered an unprecedented inflow of institutional funds into commodity futures markets, referred to as the financialization of commodities. In this paper, we explore the effects of financialization in a model that...

Persistent link: https://www.econbiz.de/10013036073