When speculation matters
By Luis Miguel Robles, Maximo Torero, Joachim von Braun. 2009
247 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/7a4c75366922e5b796e0d204de0aa4bce9cff2b7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Matthias Kalkuhl
- Getaw Tadesse
- Joachim von Braun
- Gerardo Reyes Guzmán
- Franziska Schulz
- Bernardina Algieri
- Brenda López Cabrera
- G. Schoneveld
Citations in the corpus
- Global Food Price Volatility and Spikes: An Overview of Costs, Causes, and Solutions (2012, methodology): “The two major approaches used to measure the speculation effect are private stocking or stock-to-use ratio approach (Williams and Wright 1991; Wright 2011) and comparison of futures contract trading (both futures price and volumes of futures) with spot prices (Robles et al. 2009 and Gilbert 2010).”
- The Future of Food and Farming: Challenges and Choices for Global Sustainability (2011, background): “271 DR18 (Annex E refers) 272 HMG (2010) 273 von Braun and Torero (2009); Robles et al. (2009); de Schutter (2010) 274 Index fund investors tend to see commodities as a single class, and their activities result in greater financial intermediation in these markets, which tends to link individual…”
- Volatility linkages between energy and agricultural commodity prices (2016, background): “Speculative activity can cause high price levels and lead to unpredictable volatility behavior (Robles et al., 2009).”
- A speculative bubble in commodity futures prices? Cross-sectional evidence (2009, background): “Those that do find some evidence (e.g., Robles, Torero, and Braun 2009) often use nonstandard techniques or data (e.g., cash or index prices).”
- Drivers and triggers of international food price spikes and volatility (2014, methodology): “For instance, storage modeling and price threshold analyses have been used to evaluate accumulation of stocks motivated by speculation (Tadesse and Guttormsen, 2011); Granger-causality analyses have been adopted to investigate the relations between futures prices and spot prices (Robles et al., 2009”
- International Grain Reserves and Other Instruments to Address Volatility in Grain Markets (2009, unknown): “The implementation proposal (von Braun and Torero 2009) quotes the results of Robles et al. (2009), which are Granger noncausality tests that actually find no evidence of influence by”