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Speculative Pressure, Index Investment, and Price Discovery in the Raw Sugar Futures Market: Evidence from Two Decades of CFTC Data (2006–2026)

https://doi.org/10.2139/ssrn.6666032
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Speculative activity and returns volatility of Chinese agricultural commodity futures
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Information transmission and market interactions across the Atlantic — an empirical study on the natural gas market
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Testing the Masters Hypothesis in commodity futures markets
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The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies
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Econometric analysis of financial derivatives: An overview
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Risk premia in crude oil futures prices
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Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
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Distribution of the Estimators for Autoregressive Time Series with a Unit Root
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The Stationary Bootstrap
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Estimation of Common Long-Memory Components in Cointegrated Systems
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The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
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Broker-Dealer Risk Appetite and Commodity Returns
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Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
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New Evidence on the Financialization of Commodity Markets
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A Reality Check for Data Snooping
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EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
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Stepwise Multiple Testing as Formalized Data Snooping
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Positive Feedback Investment Strategies and Destabilizing Rational Speculation
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One Security, Many Markets: Determining the Contributions to Price Discovery
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A Model of Financialization of Commodities
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Financialization of Commodity Markets
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Dynamic Conditional Correlation
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A Test for Superior Predictive Ability
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Transparency, Reproducibility, and the Credibility of Economics Research
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Investor Flows and the 2008 Boom/Bust in Oil Prices
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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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Co-Integration and Error Correction: Representation, Estimation, and Testing
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Regression Quantiles
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Hedging Pressure and Futures Price Movements in a General Equilibrium Model
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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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Facts and Fantasies about Commodity Futures
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Index Investment and the Financialization of Commodities
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