Integrating swaps and futures: A new direction for commodity research
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Limits to arbitrage and hedging: evidence from commodity markets;Acharya;J. Financ. Econ.,2013
2. Benos, Evangalos, Payne, Richard, Vasios, Michalis, 2016. Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence From the Implementation of the Dodd-Frank Act, Bank of England Staff Working Paper No. 580.
3. Do speculators drive crude oil futures prices?;Büyükşahin;Energy J.,2011
4. Chen, Kathryn, Fleming, Michael, Jackson, John, Li, Ada, Sarkar, Asani, 2011. An Analysis of CDS Transactions: Implications for Public Reporting, Federal Reserve Bank of New York Staff Reports, no. 517.
5. The financialization of commodity markets;Cheng;Annu. Rev. Financ. Mark.,2014
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1. Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis;Journal of Commodity Markets;2024-06
2. Determinants of commodity market liquidity;Financial Review;2023-09-30
3. Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross Section of Stock Returns with Delay;Journal of Financial and Quantitative Analysis;2023-01-31
4. Determinants of Commodity Market Liquidity;SSRN Electronic Journal;2023
5. Trader positions and the price of oil in the futures market;International Review of Economics & Finance;2022-11
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