Do hedging and speculative pressures drive commodity prices, or the other way round?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-014-0886-7.pdf
Reference69 articles.
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2. Aulerich NM, Irwin SH, Garcia P (2013) Returns to individual traders in agricultural futures markets: skill or luck? Appl Econ 45:3650–3666
3. Basu D, Miffre J (2013) Capturing the risk premium of commodity futures: the role of hedging pressure. J Bank Financ 37:2652–2664
4. Bauer D, Maynard A (2012) Persistence-robust surplus-lag Granger causality testing. J Econom 169:203–300
5. Bessembinder H (1992) Systematic risk, hedging pressure, and risk premiums in futures markets. Rev Financ Stud 5:637–667
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