Effects of Index-Fund Investing on Commodity Futures Prices

By James D. Hamilton, J. Wu. 2014

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/1398764d69b1fd4016ca12ce3ac34672504cf26c

How researchers see this paper

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

In Economics and Econometrics

1. Syed Jawad Hussain Shahzad
2. Muhammad Shahbaz
3. Sajid Ali
4. Naveed Raza
5. M. Balcılar
6. Avik Sinha
7. Ilhan Ozturk
8. Mantu Kumar Mahalik

Citations in the corpus

• Can economic policy uncertainty and investors sentiment predict commodities returns and volatility (2017, background): “MARK factors are important to predict the future commodity price movements (see for example, Büyükşahin and Robe (2014), Gilbert (2010), Hamilton and Wu (2015), Irwin and Sanders (2011) and Tang and Xiong (2012).”
• The Financialization of Commodity Markets (2014, unknown): “However, the 13-week change in CIT futures positions for oil predicts changes in futures prices in 2006-2010 (Singleton, 2012; Hamilton and Wu, 2013a).”