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Applied Economics Letters Volume 18, 2011 - Issue 7
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Original Articles

Revealing the impact of index traders on commodity futures markets

Gabriel J. Power Department of Agricultural Economics, Texas A&M University, College Station, TX, 77843, USACorrespondence[email protected]
&
Calum G. Turvey Department of Applied Economics & Management, Cornell University, Ithaca, NY, 14853, USA
Pages 621-626 | Published online: 15 Jan 2011

Citations (4)

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Read on this site (1)

Xiaojie Xu. (2018) Causal structure among US corn futures and regional cash prices in the time and frequency domain. Journal of Applied Statistics 45:13, pages 2455-2480.
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Articles from other publishers (3)

Alexandre Gohin & Jean Cordier. (2017) Agricultural price volatility and speculation by commodity index funds: a theoretical analysis. Agricultural Finance Review 77:3, pages 429-444.
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Mohammed Alzahrani, Mansur Masih & Omar Al-Titi. (2014) Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test. Journal of International Money and Finance 48, pages 175-201.
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Lihong Lu McPhail, Xiaodong Du & Andrew Muhammad. (2015) Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy. Journal of Agricultural and Applied Economics 44:3, pages 401-410.
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