SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Reappraisal of Investing in Commodity Futures Markets
16 references·3 citing·41 second hop
A Reappraisal of Investing in Commodity Futures Markets (2012)A Reappraisal of Investing in Commodity F…Speculators, commodities and cross-market linkages (2013)Speculators, commodities and …The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…Should investors include commodities in their portfolios after all? New evidence (2011)Should investors include comm…Index Funds, Financialization, and Commodity Futures Markets (2011)Index Funds, Financialization…Commodity Index Investing and Commodity Futures Prices (2009)Commodity Index Investing and…The Fundamentals of Commodity Futures Returns (2007)The Fundamentals of Commodity…The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Asset-Based Style Factors for Hedge Funds (2002)Asset-Based Style Factors for…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Efficient Asset Portfolios and the Theory of Normal Backwardation (1983)Efficient Asset Portfolios an…Risk and Return in Commodity Futures (1980)Risk and Return in Commodity …The pricing of commodity contracts (1976)The pricing of commodity cont…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …Returns to Speculators: Telser versus Keynes (1960)Returns to Speculators: Telse…Futures Trading and the Storage of Cotton and Wheat (1958)Futures Trading and the Stora…Portfolio investment: Are commodities useful? (2017)Portfolio investment: Are com…Futures Market Failure? (2014)Futures Market Failure?Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files (2013)Bubbles, Food Prices, and Spe…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Hedging Pressure Effects in Futures Markets (2000)Momentum strategies in commodity futures markets (2007)Financialization in commodity markets: A passing trend or the new normal? (2015)Noise Trader Risk in Financial Markets (1990)Options, Futures and Other Derivatives (2003)The Economics of Grain Price Volatility (2011)New Evidence on the Financialization of Commodity Markets (2014)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Financialization of Commodity Markets (2013)Momentum crashes (2016)A Treatise on Money (1971)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)What do we learn from the price of crude oil futures? (2010)Evaluating Natural Resource Investments (1985)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)A Model of Financialization of Commodities (2016)Intermediary asset pricing: New evidence from many asset classes (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)“Options, Futures, and Other Derivatives” (2016)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)The Simultaneous Determination of Spot and Futures Prices (1976)Business Cycles and the Behavior of Metals Prices (1988)Equilibrium Forward Curves for Commodities (2000)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Tactical allocation in commodity futures markets: Combining momentum and term structure signals (2010)
this work references cited by second hop

References

  • 1976The pricing of commodity contracts2,859 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 2013Speculators, commodities and cross-market linkages617 cited
  • 1958Futures Trading and the Storage of Cotton and Wheat553 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 2011Index Funds, Financialization, and Commodity Futures Markets488 cited
  • 1980Risk and Return in Commodity Futures416 cited
  • 2011Should investors include commodities in their portfolios after all? New evidence342 cited
  • 1960Returns to Speculators: Telser versus Keynes312 cited
  • 2002Asset-Based Style Factors for Hedge Funds283 cited
  • 2009Commodity Index Investing and Commodity Futures Prices273 cited
  • 1983Efficient Asset Portfolios and the Theory of Normal Backwardation221 cited
  • 2007

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

The Fundamentals of Commodity Futures Returns
186 cited

Cited by

  • 2014Futures Market Failure?83 cited
  • 2013Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files83 cited
  • 2017Portfolio investment: Are commodities useful?37 cited