The Impact of Index Funds in Commodity Futures Markets: A Systems Approach

By D. R. Sanders, Scott H. Irwin. The Journal of Alternative Investments, 2011

133 citations recorded by the source corpus.

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The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013, unknown): “Similar results are also reported in Stoll and Whaley (2011) and Sanders and Irwin (2011) based on a different data set.”
Financialization and Structural Change in Commodity Futures Markets (2012, background): “Figure 17 shows the percent of total open interest (long 1 short positions) held by index traders from 2004 through 2011 for corn, soybean, and wheat futures markets.9 As documented by Sanders and Irwin (2011a), the initial increase in index trader participation was from 2004 through early 2006.”
The Financialization of Commodity Markets (2014, background): “…in futures prices (Brunetti and Büyükşahin, 2009; Brunetti, Büyükşahin and Harris, 2011; Büyükşahin and Harris, 2011; Irwin and Sanders, 2012; Irwin, Sanders, and Merrin 2009; Sanders and Irwin, 2011a, 2011b; Stoll and Whaley, 2010), and find little relationship in a wide basket of commodities.”
Testing the Masters Hypothesis in Commodity Futures Markets (2012, result): “Sanders and Irwin (2010, 2011a, 2011b) report similar results for agricultural and energy futures markets.”