Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference33 articles.
1. Systematic risk, hedging pressure, and risk premiums in futures markets;Bessembinder;Review of Financial Studies,1992
2. A comparison of box-jenkins and objective methods for determining the order of a non-seasonal ARMA model;Beveridge;Journal of Forecasting,1994
3. Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions;Buchanan;Energy Economics,2001
4. Bulls put finishing touches on volatile week;NGI's Daily Gas Price Index,1999
5. Returns to speculators and the theory of normal backwardation;Chang;Journal of Finance,1985
Cited by 128 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors;Development and Change;2023-11-29
2. Impacts of CME Changing Mechanism for Allowing Negative Oil Prices on Prices and Trading Activities in the Crude Oil Futures Market;Journal of Systems Science and Complexity;2023-10
3. Predictability of crypto returns: The impact of trading behavior;Journal of Behavioral and Experimental Finance;2023-09
4. Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model;Resources Policy;2023-05
5. 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
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3