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Backwardation and Commodity Futures Performance
16 references·0 citing·29 second hop
Backwardation and Commodity Futures Performance (2006)Backwardation and Commodity Futures Perfo…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…Modeling seasonality in agricultural commodity futures (2002)Modeling seasonality in agric…Hedging Pressure Effects in Futures Markets (2000)Hedging Pressure Effects in F…Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Systematic Risk, Hedging Pres…Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Residual Risk, Trading Costs,…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Returns to Speculators and the Theory of Normal Backwardation (1985)Returns to Speculators and th…The Supply of Storage (1976)The Supply of StorageSpeculation and Economic Stability (1976)Speculation and Economic Stab…A Treatise on Money (1971)A Treatise on MoneyReturns 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…Theory of the Inverse Carrying Charge in Futures Markets (1948)Theory of the Inverse Carryin…Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory (1939)Value and Capital: An Inquiry…Speculation and Economic Stability (1939)Speculation and Economic Stab…Equilibrium Forward Curves for Commodities (2000)Review of Economic Studies (2010)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Momentum strategies in commodity futures markets (2007)Speculators, commodities and cross-market linkages (2013)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)Momentum crashes (2016)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)The Simultaneous Determination of Spot and Futures Prices (1976)Business Cycles and the Behavior of Metals Prices (1988)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Pricing Carbon: The European Union Emissions Trading Scheme (2010)The use of technical analysis in the foreign exchange market (1992)Still dead after all these years: interpreting the failure of general equilibrium theory (2002)Analysts’ perceptions of ‘earnings quality’ (2008)What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? (2009)
this work references cited by second hop

References

  • 1971A Treatise on Money1,728 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
  • 1939Speculation and Economic Stability913 cited
  • 1976Speculation and Economic Stability806 cited
  • 1958Futures Trading and the Storage of Cotton and Wheat553 cited
  • 1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets538 cited
  • 1976The Supply of Storage533 cited
  • 1939Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory494 cited
  • 2000Hedging Pressure Effects in Futures Markets478 cited
  • 1948Theory of the Inverse Carrying Charge in Futures Markets327 cited
  • 1988Residual Risk, Trading Costs, and Commodity Futures Risk Premia:321 cited
  • 1960Returns to Speculators: Telser versus Keynes312 cited
  • 2002Modeling seasonality in agricultural commodity futures248 cited
  • 1985Returns to Speculators and the Theory of Normal Backwardation

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