Speculation by commodity index funds: the impact on food and energy prices
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Oxford
CABI International
2023
|
| Abstract: | This book documents a curated selection of papers on the impact of index investment on commodity futures prices. The 10 papers follow the evolving speculation debate with new author forewords highlighting the contribution and impact. Essential reading for scholars and researchers interested in futures markets, commodity prices, and speculation. Intro -- Title Page -- Copyright -- Contents -- About the Authors -- 1. Intersections -- 2. Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust) -- 3. New Evidence on the Impact of Index Funds in US Grain Futures Markets -- 4. The Impact of Index and Swap Funds in Commodity Futures Markets -- 5. Testing the Masters Hypothesis in Commodity Futures Markets -- 6. Financialization and Structural Change in Commodity Futures Markets -- 7. A Reappraisal of Investing in Commodity Futures Markets -- 8. The 'Necessity' of New Position Limits in Agricultural Futures Markets: the Verdict from Daily Firm-level Position Data -- 9. Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets -- 10. Mapping Algorithms, Agricultural Futures, and the Relationship between Commodity Investment Flows and Crude Oil Futures Prices -- 11. Sunshine versus Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing -- 12. The Order Flow Cost of Index Rolling in Commodity Futures Markets -- 13. Lessons Learned -- Index -- Back Cover. |
| Umfang: | ix, 266 Seiten |
| ISBN: | 9781800622081 |
Internformat
MARC
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| 338 | |b nc |2 rdacarrier | ||
| 520 | 3 | |a This book documents a curated selection of papers on the impact of index investment on commodity futures prices. The 10 papers follow the evolving speculation debate with new author forewords highlighting the contribution and impact. Essential reading for scholars and researchers interested in futures markets, commodity prices, and speculation. | |
| 520 | 3 | |a Intro -- Title Page -- Copyright -- Contents -- About the Authors -- 1. Intersections -- 2. Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust) -- 3. New Evidence on the Impact of Index Funds in US Grain Futures Markets -- 4. The Impact of Index and Swap Funds in Commodity Futures Markets -- 5. Testing the Masters Hypothesis in Commodity Futures Markets -- 6. Financialization and Structural Change in Commodity Futures Markets -- 7. A Reappraisal of Investing in Commodity Futures Markets -- 8. The 'Necessity' of New Position Limits in Agricultural Futures Markets: the Verdict from Daily Firm-level Position Data -- 9. Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets -- 10. Mapping Algorithms, Agricultural Futures, and the Relationship between Commodity Investment Flows and Crude Oil Futures Prices -- 11. Sunshine versus Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing -- 12. The Order Flow Cost of Index Rolling in Commodity Futures Markets -- 13. Lessons Learned -- Index -- Back Cover. | |
| 700 | 1 | |a Sanders, Dwight R. |0 (DE-588)171529006 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-80062-210-4 |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-034362341 | |
Datensatz im Suchindex
| _version_ | 1818990844428943360 |
|---|---|
| any_adam_object | |
| author | Irwin, Scott H. Sanders, Dwight R. |
| author_GND | (DE-588)170534243 (DE-588)171529006 |
| author_facet | Irwin, Scott H. Sanders, Dwight R. |
| author_role | aut aut |
| author_sort | Irwin, Scott H. |
| author_variant | s h i sh shi d r s dr drs |
| building | Verbundindex |
| bvnumber | BV049100809 |
| classification_rvk | ZB 88200 QK 650 |
| ctrlnum | (OCoLC)1398603029 (DE-599)BVBBV049100809 |
| discipline | Agrar-/Forst-/Ernährungs-/Haushaltswissenschaft / Gartenbau Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV049100809 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T20:00:49Z |
| institution | BVB |
| isbn | 9781800622081 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034362341 |
| oclc_num | 1398603029 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | ix, 266 Seiten |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | CABI International |
| record_format | marc |
| spelling | Irwin, Scott H. Verfasser (DE-588)170534243 aut Speculation by commodity index funds the impact on food and energy prices Oxford CABI International 2023 ix, 266 Seiten txt rdacontent n rdamedia nc rdacarrier This book documents a curated selection of papers on the impact of index investment on commodity futures prices. The 10 papers follow the evolving speculation debate with new author forewords highlighting the contribution and impact. Essential reading for scholars and researchers interested in futures markets, commodity prices, and speculation. Intro -- Title Page -- Copyright -- Contents -- About the Authors -- 1. Intersections -- 2. Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust) -- 3. New Evidence on the Impact of Index Funds in US Grain Futures Markets -- 4. The Impact of Index and Swap Funds in Commodity Futures Markets -- 5. Testing the Masters Hypothesis in Commodity Futures Markets -- 6. Financialization and Structural Change in Commodity Futures Markets -- 7. A Reappraisal of Investing in Commodity Futures Markets -- 8. The 'Necessity' of New Position Limits in Agricultural Futures Markets: the Verdict from Daily Firm-level Position Data -- 9. Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets -- 10. Mapping Algorithms, Agricultural Futures, and the Relationship between Commodity Investment Flows and Crude Oil Futures Prices -- 11. Sunshine versus Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing -- 12. The Order Flow Cost of Index Rolling in Commodity Futures Markets -- 13. Lessons Learned -- Index -- Back Cover. Sanders, Dwight R. (DE-588)171529006 aut Erscheint auch als Online-Ausgabe 978-1-80062-210-4 |
| spellingShingle | Irwin, Scott H. Sanders, Dwight R. Speculation by commodity index funds the impact on food and energy prices |
| title | Speculation by commodity index funds the impact on food and energy prices |
| title_auth | Speculation by commodity index funds the impact on food and energy prices |
| title_exact_search | Speculation by commodity index funds the impact on food and energy prices |
| title_full | Speculation by commodity index funds the impact on food and energy prices |
| title_fullStr | Speculation by commodity index funds the impact on food and energy prices |
| title_full_unstemmed | Speculation by commodity index funds the impact on food and energy prices |
| title_short | Speculation by commodity index funds |
| title_sort | speculation by commodity index funds the impact on food and energy prices |
| title_sub | the impact on food and energy prices |
| work_keys_str_mv | AT irwinscotth speculationbycommodityindexfundstheimpactonfoodandenergyprices AT sandersdwightr speculationbycommodityindexfundstheimpactonfoodandenergyprices |