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Financialization and the returns to commodity investments
16 references·4 citing·44 second hop
Financialization and the returns to commodity investments (2018)Financialization and the returns to commo…A Model of Financialization of Commodities (2016)A Model of Financialization o…EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES (2015)EFFECTS OF INDEX‐FUND INVESTI…Risk premia in crude oil futures prices (2013)Risk premia in crude oil futu…Limits to arbitrage and hedging: Evidence from commodity markets (2013)Limits to arbitrage and hedgi…Broker-Dealer Risk Appetite and Commodity Returns (2013)Broker-Dealer Risk Appetite a…The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Time Series Momentum (2011)Time Series MomentumAn Anatomy of Commodity Futures Risk Premia (2011)An Anatomy of Commodity Futur…Index Investment and Financialization of Commodities (2010)Index Investment and Financia…How Profitable Is Capital Structure Arbitrage? (2006)How Profitable Is Capital Str…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…Is normal backwardation normal? (1992)Is normal backwardation norma…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Risk and Return in Commodity Futures (1980)Risk and Return in Commodity …The rise of passive investing: a systematic literature review applying PRISMA framework (2024)The rise of passive investing…The potential of alternative investments as an asset class: a thematic and bibliometric review (2022)The potential of alternative …The effects of commodity financialization on commodity market volatility (2021)The effects of commodity fina…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures (2004)Forecasting volatility of crude oil markets (2008)The Econometrics of Financial Markets (2012)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)What does futures market interest tell us about the macroeconomy and asset prices? (2012)Financialization in commodity markets: A passing trend or the new normal? (2015)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)Intermediary asset pricing: New evidence from many asset classes (2017)Value and Capital (1939)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Uncertainty about Government Policy and Stock Prices (2012)Drivers and triggers of international food price spikes and volatility (2013)New Evidence on the Financialization of Commodity Markets (2014)Oil Price Shocks: Causes and Consequences (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Does Academic Research Destroy Stock Return Predictability? (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)The Strategic and Tactical Value of Commodity Futures (2006)“Options, Futures, and Other Derivatives” (2016)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Tactical allocation in commodity futures markets: Combining momentum and term structure signals (2010)Should investors include commodities in their portfolios after all? New evidence (2011)Financialization, crisis and commodity correlation dynamics (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)
this work references cited by second hop

References

  • 2011Time Series Momentum1,470 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 2016A Model of Financialization of Commodities594 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 2006How Profitable Is Capital Structure Arbitrage?476 cited
  • 1980Risk and Return in Commodity Futures416 cited
  • 2013Limits to arbitrage and hedging: Evidence from commodity markets371 cited
  • 2011An Anatomy of Commodity Futures Risk Premia340 cited
  • 2013Risk premia in crude oil futures prices308 cited
  • 2015EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES242 cited
  • 2013Broker-Dealer Risk Appetite and Commodity Returns199 cited
  • 1992Is normal backwardation normal?

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161 cited

Cited by

  • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
  • 2021The effects of commodity financialization on commodity market volatility65 cited
  • 2022The potential of alternative investments as an asset class: a thematic and bibliometric review20 cited
  • 2024The rise of passive investing: a systematic literature review applying PRISMA framework20 cited