Financialization in commodity markets: A passing trend or the new normal?
By Zeno Adams, Thorsten Glück. 2015
320 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/2ee7e5442da62faefb7052035781d262cd1e5292
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In Economics and Econometrics
- Yue‐Jun Zhang
- Khaled Guesmi
- Julien Chevallier
- Subrata Kumar Mitra
- Debdatta Pal
- H. Cho
- Suk Joon Byun
- Baojun Tang
In Finance
Citations in the corpus
- Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, unknown): “Similar results are reported by Adams and Glück (2015), who suggest that the flow of index investments into commodity futures has distorted commodity prices and changed their dependence structure.”
- Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017, background): “For example, Adams and Gluck (2015), Creti et al. (2013), Han et al. (2015), and Nagayev et al. (2016) have attributed the price link between crude oil and agricultural commodities to the global financial crisis due to the increasing use of agricultural commodities as financial assets during this…”
- Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance (2017, unknown): “396) and has recently attracted considerable attention in the empirical literature on commodity markets (e.g. Cheng and Xiong, 2014; Adams and Glück, 2015).”
- “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets (2017, background): “These results indicate that after the 2008 financial crisis, the financialization has been strengthened, and there is no de-financialization after all, which corroborates the results proposed by Adams and Glück (2015), who predict that the spillovers between commodity and stockmarkets to remain high”