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Who Trades Futures and How: Evidence from the Heating Oil Futures Market
7 references·16 citing·46 second hop
Who Trades Futures and How: Evidence from the Heating Oil Futures Market (2002)Who Trades Futures and How: Evidence from…Hedging Pressure Effects in Futures Markets (2000)Hedging Pressure Effects in F…Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Financing Policy, Basis Risk,…Life in the Pits: Competitive Market Making and Inventory Control (1996)Life in the Pits: Competitive…1995 Wharton Survey of Derivatives Usage by US Non-Financial Firms (1996)1995 Wharton Survey of Deriva…Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms (1995)Wharton Survey of Derivatives…Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Systematic Risk, Hedging Pres…Professionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies (2016)The impact of speculation on …Does Futures Speculation Destabilize Commodity Markets? (2015)Does Futures Speculation Dest…Modelling futures price volatility in energy markets: Is there a role for financial speculation? (2014)Modelling futures price volat…Speculative trading and WTI crude oil futures price movement: An empirical analysis (2013)Speculative trading and WTI c…Financialization and Structural Change in Commodity Futures Markets (2012)Financialization and Structur…Determinants of Trader Profits in Commodity Futures Markets (2012)Determinants of Trader Profit…Commodity Investing (2012)Commodity InvestingThe Impact of Index and Swap Funds on Commodity Futures Markets (2010)The Impact of Index and Swap …The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)The Adequacy of Speculation i…On measuring speculative and hedging activities in futures markets from volume and open interest data (2008)On measuring speculative and …Limits to Arbitrage and Hedging: Evidence from Commodity Markets (2008)Limits to Arbitrage and Hedgi…Fundamentals, Trader Activity and Derivative Pricing (2008)Fundamentals, Trader Activity…Causality in futures markets (2006)Causality in futures marketsHedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)Hedgers, funds, and small spe…The effect of net positions by type of trader on volatility in foreign currency futures markets (2002)The effect of net positions b…The behavior and performance of major types of futures traders (2002)The behavior and performance …Facts and Fantasies about Commodity Futures (2006)The Strategic and Tactical Value of Commodity Futures (2006)Bubbles in food commodity markets: Four decades of evidence (2013)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)How does Google search affect trader positions and crude oil prices? (2015)Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Modern Portfolio Theory and Investment Analysis. (1982)A test of futures market disequilibrium using twelve different technical trading systems (1988)Hedge Fund and Commodity Fund Investments in Bull and Bear Markets (2001)The Tactical and Strategic Value of Commodity Futures (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)How much do firms hedge with derivatives? (2003)Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (2006)Introductory Econometrics for Finance (2008)Value and Capital (1939)The pricing of commodity contracts (1976)Assessing Specification Errors in Stochastic Discount Factor Models (1997)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Speculators, commodities and cross-market linkages (2013)The Role of Speculation in Oil Markets: What Have We Learned So Far? (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)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Disclosure, Liquidity, and the Cost of Capital (1991)Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange (1998)Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data (2004)Order Flow and Expected Option Returns (2015)Noise Trader Risk in Financial Markets (1990)Options, Futures and Other Derivatives (2003)Transmission of World Food Price Changes to Markets in Sub-Saharan Africa (2010)“Options, Futures, and Other Derivatives” (2016)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)The Underinvestment Problem and Corporate Derivatives Use (1998)Estimating Exchange Rate Exposures: Issues in Model Structure (2003)Risk Management and Firm Value: Evidence from Weather Derivatives (2013)Risk management practices of German firms (2000)Why firms hedge with currency derivatives: an examination of transaction and translation exposure (2003)Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study (2009)
this work references cited by second hop

References

  • 2000Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers745 cited
  • 1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets538 cited
  • 2000Hedging Pressure Effects in Futures Markets478 cited
  • 1995Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms344 cited
  • 1996Life in the Pits: Competitive Market Making and Inventory Control211 cited
  • 19961995 Wharton Survey of Derivatives Usage by US Non-Financial Firms150 cited
  • 1987Professionally Managed, Publicly Traded Commodity Funds147 cited

Cited by

  • 2010The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?220 cited
  • 2012Financialization and Structural Change in Commodity Futures Markets218 cited
  • 2004Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports167 cited
  • 2008Limits to Arbitrage and Hedging: Evidence from Commodity Markets127 cited
  • 2008Fundamentals, Trader Activity and Derivative Pricing123 cited
  • 2002The behavior and performance of major types of futures traders119 cited
  • 2015Does Futures Speculation Destabilize Commodity Markets?118 cited

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

2016
The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies
115 cited
  • 2010The Impact of Index and Swap Funds on Commodity Futures Markets107 cited
  • 2012Commodity Investing97 cited
  • 2014Modelling futures price volatility in energy markets: Is there a role for financial speculation?89 cited
  • 2008On measuring speculative and hedging activities in futures markets from volume and open interest data81 cited
  • 2013Speculative trading and WTI crude oil futures price movement: An empirical analysis81 cited
  • 2002The effect of net positions by type of trader on volatility in foreign currency futures markets79 cited
  • 2012Determinants of Trader Profits in Commodity Futures Markets79 cited
  • 2006Causality in futures markets78 cited