New Evidence on the Financialization of Commodity Markets

360 citations recorded by the source corpus.

How researchers see this paper

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

Financialization in commodity markets: A passing trend or the new normal? (2015, methodology): “For instance, Henderson et al. (2015) measure the impact of financial investors on commodity spot and futures prices using data on commodity linked notes (CLNs).”
Drivers and triggers of international food price spikes and volatility (2014, result): “Our results, together with the research of Gilbert (2010) and Henderson et al. (2012), provide further evidence of this claim.”
Volatility Spillovers Across Petroleum Markets (2015, background): “Henderson et al. (2013) document that between 2003 and 2011, financial commodity investments increased from $15 to 400 billion.”
Demystifying Time‐Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations (2020, neutral): “Fleming, Kirby and Ostdiek (2001), Ilmanen and Kizer (2012), Kirby and Ostdiek (2012) and Hallerbach (2012) highlight the benefits of volatility-timing, while Barroso and Santa-Clara (2015b), Daniel and Moskowitz (2016), and Moreira and Muir (2017) examine effect of volatility-scaling on the perform”
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility (2017, background): “A strand of this, Henderson et al. (2015) tested the association between the flows of investments to commodity markets and commodity returns.”