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Comment on "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files"

In: The Economics of Food Price Volatility

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  • Aaron Smith

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  • Aaron Smith, 2014. "Comment on "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files"," NBER Chapters,in: The Economics of Food Price Volatility, pages 253-259 National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:12815
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    References listed on IDEAS

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    1. Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490.
    2. Michael K. Adjemian & Aaron Smith, 2012. "Using USDA Forecasts to Estimate the Price Flexibility of Demand for Agricultural Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(4), pages 978-995.
    3. Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, vol. 34(1), pages 256-269.
    4. Gustafson, Robert L., 1958. "Carryover levels for grains: A method for determining amounts that are optimal under specified conditions," Technical Bulletins 157231, United States Department of Agriculture, Economic Research Service.
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