Similar Search Results

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

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

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

Financialization and structural change in commodity futures markets

Irwin, Scott H.; Sanders, Dwight R. - In: Journal of agricultural and applied economics 44 (2012) 3, pp. 371-396

Persistent link: https://www.econbiz.de/10009675943

The impact of index funds in commodity futures markets : a systems approach

Sanders, Dwight R.; Irwin, Scott H. - In: The journal of alternative investments 14 (2011/12) 1, pp. 40-49

Persistent link: https://www.econbiz.de/10009269780

New evidence on the impact of index funds in US grain futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: Canadian journal of agricultural economics : CJAE 59 (2011) 4, pp. 519-532

Persistent link: https://www.econbiz.de/10009389733

Noise trader sentiment in futures markets

Sanders, Dwight R.; Irwin, Scott H.; Leuthold, Raymond M. - In: Models of futures markets, (pp. 86-116). 2000

Persistent link: https://www.econbiz.de/10001552912

The Financialization of Commodity Futures Markets or : How I Learned to Stop Worrying and Love the Index Funds

Irwin, Scott H. - 2010

Many believe that index fund investment was the main driver of the 2007-2008 spike in commodity futures prices. One group of empirical studies finds evidence that commodity index investment directly or indirectly had a substantial impact on commodity futures prices. However, the data and methods...

Persistent link: https://www.econbiz.de/10013136523

The Adequacy of Speculation in Agricultural Futures Markets : Too Much of a Good Thing?

Sanders, Dwight R. - 2008

The objective of this report is to re-visit the quot;adequacy speculation quot; debate in agricultural futures markets. The Commodity Futures Trading Commission makes available the positions held by index funds and other large traders in their Commitment of Traders reports. The results suggest...

Persistent link: https://www.econbiz.de/10012724005