EFFECTS OF INDEX-FUND INVESTING ON COMMODITY FUTURES PRICES
Author:
Affiliation:
1. University of California; San Diego U.S.A.
2. University of Chicago; U.S.A.
Publisher
Wiley
Subject
Economics and Econometrics
Reference49 articles.
1. Limits to Arbitrage and Hedging: Evidence from Commodity Markets;Acharya;Journal of Financial Economics,2013
2. Alquist , R. O. Gervais The Role of Financial Speculation in Driving the Price of Crude Oil 2011
3. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;Ang;Journal of Monetary Economics,2003
4. Aulerich , N. M. S. H. Irwin P. Garcia Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 2013
5. Estimating and Testing Linear Models with Multiple Structural Changes;Bai;Econometrica,1998
Cited by 210 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. Commodity sectors and factor investment strategies;International Review of Financial Analysis;2024-10
2. Asymmetric impacts of climate policy uncertainty, investor sentiment on energy prices and renewable energy consumption: Evidence from NARDL and wavelet coherence;Journal of Environmental Management;2024-09
3. Financial ambiguity and oil prices;Financial Innovation;2024-08-10
4. Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis;Journal of Commodity Markets;2024-06
5. The rise of passive investing: a systematic literature review applying PRISMA framework;Journal of Capital Markets Studies;2024-05-31
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