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Hedging Pressure and Futures Price Movements in a General Equilibrium Model
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  • 2013The Financialization of Commodity Markets119 cited
  • 2010Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll98 cited
  • 1989Determinants of Hedging and Risk Premia in Commodity Futures Markets98 cited
  • 2015Sentiment in oil markets95 cited
  • 2011Speculators, Prices and Market Volatility85 cited
  • 2003Futures trading activity and predictable foreign exchange market movements80 cited
  • 2006Causality in futures markets78 cited
  • 2014Commodity index trading and hedging costs76 cited
  • 2009Is Speculation Destabilizing?75 cited
  • 2013Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach66 cited
  • 2011Should Derivatives be Privileged in Bankruptcy?65 cited
  • 2019The untold story of commodity futures in China65 cited

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  • 2019The economic and financial properties of crude oil: A review65 cited