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Do speculators drive commodity prices away from supply and demand fundamentals?
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.21721openalex-snapshot
Booms and Busts in Commodity Markets: Bubbles or Fundamentals?
inferredcites →https://doi.org/10.1007/978-1-349-02693-7_6openalex-snapshot
Speculation and Economic Stability
inferredcites →https://doi.org/10.1016/j.finmar.2011.08.006openalex-snapshot
Identifying informed traders in futures markets
inferredcites →https://doi.org/10.1016/j.jcomm.2017.06.001openalex-snapshot
Integrating swaps and futures: A new direction for commodity research
inferredcites →https://doi.org/10.1016/j.jcomm.2018.05.004openalex-snapshot
Financialization and the returns to commodity investments
inferredcites →https://doi.org/10.1016/j.jimonfin.2013.08.003openalex-snapshot
Risk premia in crude oil futures prices
inferredcites →https://doi.org/10.1093/aepp/ppq032openalex-snapshot
Index Funds, Financialization, and Commodity Futures Markets
inferredcites →https://doi.org/10.1093/aepp/ppq033openalex-snapshot
The Economics of Grain Price Volatility
inferredcites →https://doi.org/10.1093/ajae/aas032openalex-snapshot
Using USDA Forecasts to Estimate the Price Flexibility of Demand for Agricultural Commodities
inferredcites →https://doi.org/10.1093/ajae/aat111openalex-snapshot
Hedging and Speculative Trading in Agricultural Futures Markets
inferredcites →https://doi.org/10.1093/ajae/aau024openalex-snapshot
Crop Supply Dynamics and the Illusion of Partial Adjustment
inferredcites →https://doi.org/10.1093/ajae/aax052openalex-snapshot
Commodity Price Comovement and Financial Speculation: The Case of Cotton
inferredcites →https://doi.org/10.1093/qje/qju025openalex-snapshot
A Welfare Criterion For Models With Distorted Beliefs*
inferredcites →https://doi.org/10.1093/rfs/5.4.637openalex-snapshot
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
inferredcites →https://doi.org/10.1111/0022-1082.00248openalex-snapshot
Equilibrium Forward Curves for Commodities
inferredcites →https://doi.org/10.1111/0022-1082.00253openalex-snapshot
Hedging Pressure Effects in Futures Markets
inferredcites →https://doi.org/10.1111/jofi.12261openalex-snapshot
Informational Frictions and Commodity Markets
inferredcites →https://doi.org/10.1257/0002828053828518openalex-snapshot
Estimation and Inference of Impulse Responses by Local Projections
inferredcites →https://doi.org/10.22004/ag.econ.156265openalex-snapshot
An Analysis of Speculative Trading in Grain Futures
inferredcites →https://doi.org/10.2307/1240309openalex-snapshot
The Role of Economic Analysis in Futures Market Regulation
inferredcites →https://doi.org/10.2307/2938209openalex-snapshot
Hedging Pressure and Futures Price Movements in a General Equilibrium Model
inferredcites →https://doi.org/10.5547/01956574.34.3.2openalex-snapshot
The Role of Speculation in Oil Markets: What Have We Learned So Far?
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4724901openalex-extracted
Trade Friction and Evolution Process of Price Discovery in China's Agricultural Commodity Markets
inferred← citeshttps://doi.org/10.1002/fut.22470openalex-snapshot
Hedging pressure and oil volatility: Insurance versus liquidity demands
inferred← citeshttps://doi.org/10.1002/ijfe.2605openalex-snapshot
Long‐short speculator sentiment in agricultural commodity markets
inferred← citeshttps://doi.org/10.1007/s11293-020-09680-4openalex-snapshot
U.S. Monetary Policy and Herding: Evidence from Commodity Markets
inferred← citeshttps://doi.org/10.1016/j.frl.2019.08.033openalex-snapshot
Analyzing herding behavior in commodities markets – an empirical approach
inferred← citeshttps://doi.org/10.1016/j.jcomm.2021.100190openalex-snapshot
Rational destabilization in commodity markets
inferred← citeshttps://doi.org/10.1016/j.jcomm.2022.100308openalex-snapshot
Speculation or actual demand? The return spillover effect between stock and commodity markets
inferred← citeshttps://doi.org/10.1016/j.jcomm.2025.100459openalex-snapshot
Corporate reputational dynamics and their impact on global commodity markets
inferred← citeshttps://doi.org/10.1017/age.2024.15openalex-snapshot
The effect of commodity index trading in agricultural futures markets: a Factor-Augmented Vector Autoregressive (FAVAR) approach
inferred← citeshttps://doi.org/10.2139/ssrn.5427394openalex-snapshot
The Role of Financial Traders for Price Responses to Shocks in the Commodity Futures Markets
inferred← citeshttps://doi.org/10.23939/mmc2026.02.486openalex-snapshot
Long-Term Prediction of Fertilizer Price: Stability and Mean-Reversion of Long-Run Equilibrium Level
inferred← citeshttps://doi.org/10.3390/ijfs12020034openalex-snapshot
Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression
inferred← citeshttps://doi.org/10.64628/aai.ptnpy69uqopenalex-snapshot
Why Wall Street investors’ trading California water futures is nothing to fear – and unlikely to work anyway
inferred← citeshttps://doi.org/10.70675/34b8eeadz2557z403eza36az043b71c492e4openalex-snapshot
The heterogeneity of information and beliefs among operators in the commodity markets
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