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Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
7 references·16 citing·48 second hop
Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust) (2009)Devil or Angel? The Role of Speculation i…Global Agricultural Supply and Demand: Factors Contributing to the Recent Increase in Food Commodity Prices (2026)Global Agricultural Supply an…The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesRETHINKING RISK MANAGEMENT (1996)RETHINKING RISK MANAGEMENTThe Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Price Movements and Price Discovery in Futures and Cash Markets (1983)Price Movements and Price Dis…Price discovery in bitcoin spot or futures? (2019)Price discovery in bitcoin sp…What drives commodity price booms and busts? (2018)What drives commodity price b…The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies (2016)The impact of speculation on …The Financialization of Food? (2016)The Financialization of Food?Financial crises and the nature of correlation between commodity and stock markets (2016)Financial crises and the natu…Drivers and Triggers of International Food Price Spikes and Volatility (2016)Drivers and Triggers of Inter…Does Futures Speculation Destabilize Commodity Markets? (2015)Does Futures Speculation Dest…Convective Risk Flows in Commodity Futures Markets (2014)Convective Risk Flows in Comm…The Financialization of Commodity Markets (2013)The Financialization of Commo…Drivers and triggers of international food price spikes and volatility (2013)Drivers and triggers of inter…Speculative bubbles in agricultural commodity markets (2012)Speculative bubbles in agricu…Oil price dynamics, macro-finance interactions and the role of financial speculation (2012)Oil price dynamics, macro-fin…The Impact of Index Funds in Commodity Futures Markets: A Systems Approach (2011)The Impact of Index Funds in …Testing the Masters Hypothesis in commodity futures markets (2011)Testing the Masters Hypothesi…A speculative bubble in commodity futures prices? Cross‐sectional evidence (2010)A speculative bubble in commo…Commodity Index Investing and Commodity Futures Prices (2009)Commodity Index Investing and…The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)A framework of sustainable supply chain management: moving toward new theory (2008)Environmental risk management and the cost of capital (2008)This Time Is Different (2009)This time is different: eight centuries of financial folly (2010)Index Investment and the Financialization of Commodities (2012)Worldwide Acreage and Yield Response to International Price Change and Volatility: A Dynamic Panel Data Analysis for Wheat, Rice, Corn, and Soybeans (2015)Challenges and Prospects for Agricultural Greenhouse Gas Mitigation Pathways Consistent With the Paris Agreement (2020)High energy and fertilizer prices are more damaging than food export curtailment from Ukraine and Russia for food prices, health and the environment (2022)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Interest Rate Parity Theorem: A Reinterpretation (1973)Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve (2004)The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (2008)The financial economics of gold — A survey (2015)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)PORTFOLIO SELECTION* (1952)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Financialization and Structural Change in Commodity Futures Markets (2012)Informational Frictions and Commodity Markets (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Risk premia in crude oil futures prices (2013)Evaluating Natural Resource Investments (1985)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Facts and Fantasies about Commodity Futures (2006)A Model of Financialization of Commodities (2016)Intermediary asset pricing: New evidence from many asset classes (2017)Three bubbles and a panic: An explanatory review of recent food commodity price events (2009)Index Funds, Financialization, and Commodity Futures Markets (2011)World oil and agricultural commodity prices: Evidence from nonlinear causality (2011)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 1996RETHINKING RISK MANAGEMENT1,205 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
  • 2026Global Agricultural Supply and Demand: Factors Contributing to the Recent Increase in Food Commodity Prices543 cited

Cited by

  • 2011Testing the Masters Hypothesis in commodity futures markets324 cited
  • 2013Drivers and triggers of international food price spikes and volatility300 cited
  • 2009Commodity Index Investing and Commodity Futures Prices273 cited
  • 2014Convective Risk Flows in Commodity Futures Markets245 cited
  • 2010A speculative bubble in commodity futures prices? Cross‐sectional evidence184 cited
  • 2012Speculative bubbles in agricultural commodity markets142 cited
  • 2011The Impact of Index Funds in Commodity Futures Markets: A Systems Approach134 cited
  • 2019Price discovery in bitcoin spot or futures?130 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2016Financial crises and the nature of correlation between commodity and stock markets126 cited
  • 2018What drives commodity price booms and busts?122 cited
  • 2012Oil price dynamics, macro-finance interactions and the role of financial speculation121 cited
  • 2013The Financialization of Commodity Markets119 cited
  • 2015Does Futures Speculation Destabilize Commodity Markets?118 cited
  • 2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies115 cited
  • 2016Drivers and Triggers of International Food Price Spikes and Volatility109 cited
  • 2016The Financialization of Food?108 cited