The Financialization of Commodity Markets

By Hugh Leander, M. Adams. 2014

191 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/95d7dc99b93a99ec55833ef924f017128d629bfd

Citations in the corpus

• Extrapolation and bubbles (2018, unknown): “To address these questions, we present a model in the spirit of earlier work by Cutler, Poterba, and Summers (1990), De Long et al. (1990), Hong and Stein (1999), Barberis and Shleifer (2003), and Barberis et al.”
• Risk and Return Spillovers Among the G10 Currencies (2016, unknown): “Greater integration of commodity currencies is likely to reflect the marked financialization of commodity markets during our sample period (Cheng and Xiong, 2014).”
• Convective Risk Flows in Commodity Futures Markets (2015, unknown): “Empirical tests 1 See Cheng and Xiong (2014) for a systematic review of this literature. may pick up zero relationship between financial traders’ positions and futures prices because they do not condition on the motive for trading.”