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Commodity Futures and the Limits to Arbitrage

https://doi.org/10.2139/ssrn.4898331
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.finmar.2012.09.001openalex-snapshot
Optimal trading strategy and supply/demand dynamics
inferredcites →https://doi.org/10.1016/j.jcomm.2018.09.003openalex-snapshot
Risk Premia in Chinese Commodity Markets
inferredcites →https://doi.org/10.1016/j.jfineco.2010.06.006openalex-snapshot
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-snapshot
Time Series Momentum
inferredcites →https://doi.org/10.1057/9781137392480_2openalex-snapshot
The Financialization of the Economy
inferredcites →https://doi.org/10.1093/rfs/hhu091openalex-snapshot
New Evidence on the Financialization of Commodity Markets
inferredcites →https://doi.org/10.1111/jofi.12096openalex-snapshot
An Anatomy of Commodity Futures Risk Premia
inferredcites →https://doi.org/10.1111/jofi.12261openalex-snapshot
Informational Frictions and Commodity Markets
inferredcites →https://doi.org/10.1111/jofi.12408openalex-snapshot
A Model of Financialization of Commodities
inferredcites →https://doi.org/10.1111/jofi.12845openalex-snapshot
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
inferredcites →https://doi.org/10.1287/mnsc.2013.1756openalex-snapshot
Investor Flows and the 2008 Boom/Bust in Oil Prices
inferredcites →https://doi.org/10.2139/ssrn.1478195openalex-snapshot
Commodity Index Investing and Commodity Futures Prices
inferredcites →https://doi.org/10.2139/ssrn.686168openalex-snapshot
Optimal Trading Strategy and Supply/Demand Dynamics
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2469/faj.v36.n3.27openalex-snapshot
Risk and Return in Commodity Futures
inferredcites →https://doi.org/10.3386/w15487openalex-snapshot
A Preferred-Habitat Model of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.3982/ecta17440openalex-snapshot
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)

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inferred← citeshttps://doi.org/10.1007/s43546-026-01418-9openalex-snapshot
Regime shifts in gold certificate premiums: evidence from Türkiye’s dual gold market
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