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Do speculators drive commodity prices away from supply and demand fundamentals?
16 references·0 citing·36 second hop
Do speculators drive commodity prices away from supply and demand fundamentals? (2018)Do speculators drive commodity prices awa…Informational Frictions and Commodity Markets (2015)Informational Frictions and C…Crop Supply Dynamics and the Illusion of Partial Adjustment (2014)Crop Supply Dynamics and the …A Welfare Criterion For Models With Distorted Beliefs* (2014)A Welfare Criterion For Model…The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)The Role of Speculation in Oi…Risk premia in crude oil futures prices (2013)Risk premia in crude oil futu…The Economics of Grain Price Volatility (2011)The Economics of Grain Price …Index Funds, Financialization, and Commodity Futures Markets (2011)Index Funds, Financialization…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Hedging Pressure Effects in Futures Markets (2000)Hedging Pressure Effects in F…Equilibrium Forward Curves for Commodities (2000)Equilibrium Forward Curves fo…Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Systematic Risk, Hedging Pres…Hedging Pressure and Futures Price Movements in a General Equilibrium Model (1990)Hedging Pressure and Futures …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 MoneySpeculation and Economic Stability (1939)Speculation and Economic Stab…Rational Expectations and the Theory of Price Movements (1961)Evaluating Natural Resource Investments (1985)The Strategic and Tactical Value of Commodity Futures (2006)Review of Economic Studies (2010)The pricing of commodity contracts (1976)Noise Trader Risk in Financial Markets (1990)Options, Futures and Other Derivatives (2003)New Evidence on the Financialization of Commodity Markets (2014)Financialization in commodity markets: A passing trend or the new normal? (2015)Value and Capital (1939)Assessing Specification Errors in Stochastic Discount Factor Models (1997)Time Series Momentum (2011)Value and Momentum Everywhere (2013)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)Facts and Fantasies about Commodity Futures (2006)The Fundamentals of Commodity Futures Returns (2012)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)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Index Investment and the Financialization of Commodities (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil Price Shocks: Causes and Consequences (2014)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Financialization of Commodity Markets (2013)
this work references cited by second hop

References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1971A Treatise on Money1,747 cited
  • 1939Speculation and Economic Stability913 cited
  • 1976Speculation and Economic Stability806 cited
  • 1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets538 cited
  • 1976The Supply of Storage533 cited
  • 2013The Role of Speculation in Oil Markets: What Have We Learned So Far?491 cited
  • 2011Index Funds, Financialization, and Commodity Futures Markets488 cited
  • 2000Hedging Pressure Effects in Futures Markets478 cited
  • 2000Equilibrium Forward Curves for Commodities475 cited
  • 2011The Economics of Grain Price Volatility426 cited
  • 2013Risk premia in crude oil futures prices308 cited
  • 2015Informational Frictions and Commodity Markets242 cited
  • 2014A Welfare Criterion For Models With Distorted Beliefs*198 cited
  • 1990Hedging Pressure and Futures Price Movements in a General Equilibrium Model192 cited
  • 2014Crop Supply Dynamics and the Illusion of Partial Adjustment111 cited

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