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Financialization and Structural Change in Commodity Futures Markets

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References

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2011Do Speculators Drive Crude Oil Futures Prices?317 cited
1960Returns to Speculators: Telser versus Keynes312 cited
2013Risk premia in crude oil futures prices308 cited
2009

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Commodity Index Investing and Commodity Futures Prices

273 cited

Cited by

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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
2015Does the stock market drive herd behavior in commodity futures markets?106 cited
2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries94 cited
2014Speculative bubbles in agricultural prices88 cited
2015Correlations between oil and stock markets: A wavelet-based approach83 cited
2013Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files83 cited
2018Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach81 cited
2018Financial risk network architecture of energy firms79 cited
2019Financialization of agricultural commodities: Evidence from China74 cited
2013Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets72 cited
2013Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets70 cited
2014Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market68 cited
2014The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets53 cited
2013The Behavior of Bid‐Ask Spreads in the Electronically‐Traded Corn Futures Market45 cited