Financial Investors and Commodity Markets

By Dietrich Domanski, Alexandra Heath. 2007

238 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/006484a892337b046b17863389279d70b57e478f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Citations in the corpus

Troubled futures? The global food crisis and the politics of agricultural derivatives regulation (2012, background): “For example, just before the crisis, two staffers at the Bank for International Settlements used this phrase to refer to the fact that ‘commodity markets have become more like financial markets in terms of the motivations and strategies of participants’ (Domanski and Heath, 2007: 54; see also 6).”
The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010, unknown): “Fourth, as Hamilton (2008) points out, if speculators create a bubble in futures prices for storable commodities, this also creates an incentive to store commodities because prices in the future exceed levels normally required to compensate inventory holders for storage.”
Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆ (2015, unknown): “Erb and Harvey, 2006; Domanski and Heath, 2007; Dwyer et al., 2011; Silvennoinen and Thorp, 2013; Tang and Xiong, 2012; Vivian and Wohar, 2012).”
Financialization, Crisis and Commodity Correlation Dynamics (2013, background): “Indeed, hedge fund activity in commodity futures markets tripled between 2004 and 2007 (Domanski and Heath 2007).”
Financialization and Structural Change in Commodity Futures Markets (2012, background): “The increasing importance of these nontraditional participants has been labeled the ‘‘financialization’’ of commodity futures markets (Domanski and Heath, 2007).”
The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results (2010, background): “Domanski and Heath (2007) describe this surge and its attendant impacts as the “financialization” of commodity futures markets.”
Financialization in commodity markets: A passing trend or the new normal? (2015, background): “For instance, commodity index traders intensify their investment in commodities to improve portfolio diversification (Norrish, 2010) while trading decisions of hedge funds are driven by past increases in spot prices and high roll returns (Domanski and Heath, 2007).”
Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat (2014, background): “The recent financialization of commodity markets is providing investors with new ways to diversify their investment portfolios (e.g. Domanski and Heath, 2007; Dwyer et al., 2011; Silvennoinen and Thorp, 2013; Vivian andWohar, 2012).”
On the diversification benefits of commodities from the perspective of euro investors (2012, result): “Their findings are also in line with Domanski and Heath (2007), Tang and Xiong (2010) and Silvennoinen and Thorp (2010), who do not directly address the question of diversification, but provide proof of the financialization of commodity markets.”
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2014, background): “Several papers have recently addressed the issue of the financialization of commodity markets and its impact on volatility behavior and transmission (Domanski and Heath, 2007; Dwyer et al., 2011; Vivian and Wohar, 2012; Creti et al., 2013; Silvennoinen and Thorp, 2013).”