Convective Risk Flows in Commodity Futures Markets*-Reference-Cited by-同舟云学术

Convective Risk Flows in Commodity Futures Markets*

Published:2014-10-14 Issue:5 Volume:19 Page:1733-1781
ISSN:1573-692X
Container-title:Review of Finance
language:en
Short-container-title:

Author:

Cheng Ing-Haw¹,Kirilenko Andrei²,Xiong Wei³

Affiliation:

1. Tuck School of Business, Dartmouth College,

2. Sloan School of Management, MIT, and

3. Princeton University

Publisher

Oxford University Press (OUP)

Subject

Finance,Economics and Econometrics,Accounting

Link

http://academic.oup.com/rof/article-pdf/19/5/1733/26314222/rfu043.pdf

Reference44 articles.

1. Limits to arbitrage and hedging: evidence from commodity markets;Acharya;Journal of Financial Economics,2013

2. Liquidity and leverage;Adrian;Journal of Financial Intermediation,2010

3. Problems with instrumental variables estimation when the correlation between the instruments and endogenous explanatory variable is weak;Bound;Journal of the American Statistical Association,1995

4. Is speculation destabilizing?;Brunetti,2009

5. Speculators, prices and market volatility;Brunetti,2011

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