Ederer, Stefan; Heumesser, Christine; Staritz, Cornelia - 2013
In the context of recent commodity price hikes, the financialisation of commodity derivative markets, reflected in the … of money managers and more generally of active trading strategies in recent years. We analyze for the commodities coffee … returns for all commodities; in the bivariate model they only have an effect for coffee. In the bivariate model, we also find …
