Commodity index investment and food prices: does the “Masters Hypothesis” explain recent price spikes?
Author:
Affiliation:
1. Department of Agricultural and Consumer Economics; University of Illinois; 344 Mumford Hall, 1301 W. Gregory Drive, Urbana-Champaign Urbana IL 61801 USA
Publisher
Wiley
Subject
Economics and Econometrics,Agronomy and Crop Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/agec.12048/fullpdf
Reference56 articles.
1. Acharya , V.V. Lochstoer , L.A. Ramadorai T. 2010 Limits to arbitrage and hedging: Evidence from commodity markets http://archive.nyu.edu/bitstream/2451/29543/2/wpa09035.PDF
2. Adammer , P. Bohl , M.T. Stephan , P.M. 2011 Speculative bubbles in agricultural prices http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1979521
3. Aulerich , N.M. Irwin , S.H. Garcia P. 2013 Bubbles, food prices, and speculation: Evidence from the CFTC's daily large trader data files http://www.nber.org/papers/w19065
4. Speculators, Prices and Market Volatility
5. Brunetti , C. Reiffen D. 2012 Commodity index trading and hedging costs http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1727723
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