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New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets

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  • Etienne, Xiaoli L.
  • Irwin, Scott H.
  • Garcia, Philip

Abstract

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  • Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2017. "New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(01), pages 1-23, January.
    • Handle: RePEc:ags:jlaare:252754
    DOI: 10.22004/ag.econ.252754
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    References listed on IDEAS

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    1. Williams,Jeffrey C. & Wright,Brian D., 2005. "Storage and Commodity Markets," Cambridge Books, Cambridge University Press, number 9780521023399, Enero-Abr.
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    Cited by:

    1. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, "undated". "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    2. repec:aen:journl:ej38-2-bunn is not listed on IDEAS
    3. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    4. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
    5. Zhuo Chen & Bo Yan & Hanwen Kang, 2023. "Price bubbles of agricultural commodities: evidence from China’s futures market," Empirical Economics, Springer, vol. 64(1), pages 195-222, January.
    6. Fang, Ming & Lin, Yizhou & Chang, Chiu-Lan, 2023. "Positive and negative price bubbles of Chinese agricultural commodity futures," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 456-471.
    7. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
    8. Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021. "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, vol. 22(C).
    9. Burns, Christopher B. & Prager, Daniel L., 2024. "Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis," Journal of Commodity Markets, Elsevier, vol. 34(C).
    10. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.

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