Spreads and Non‐Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?
Author:
Affiliation:
1. Agricultural Marketing
2. Futures Markets
3. Department of Agricultural and Consumer Economics at the University of Illinois at Urbana‐Champaign
4. Division of Market Oversight at the U.S. Commodity Futures Trading Commission in ChicagoIllinois
Funder
Economic Research Service
U.S. Department of Agriculture
Publisher
Wiley
Subject
Economics and Econometrics,Development
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1093/aepp/ppr001
Reference41 articles.
1. Why Do Expiring Futures and Cash Prices Diverge for Grain Markets?;Aulerich Nicole M.;Journal of Futures Markets,2011
2. Risk and Return in Commodity Futures
3. The Supply of Storage;Brennan Michael J.;American Economic Review,1958
4. Commodity futures markets: a survey
5. Common Elements in Futures Markets for Commodities and Bonds;Cootner Paul H.;American Economic Review,1961
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