1. (1987a): “Three Empirical Studies of Risk Premia in Commodity Futures,” unpublished Ph.D. thesis, Brown University, Providence, RI.
2. (1987b): “Risk Premia in Heating Oil Futures,” Working Paper 87–6, Federal Reserve Bank of Atlanta, Atlanta, GA.
3. Board of Governors of the Federal Reserve System, Commodity Futures Trading Commission, and Securities and Exchange Commission (1984): A Study of the Effects on the Economy of Trading in Futures and Options, December.
4. Commodity Futures Trading Commission, Commitments of Traders in Commodity Futures, Commodity Futures Trading Commission, Washington, D.C., various issues.