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Commodity Price Comovement and Financial Speculation: The Case of Cotton

Citations

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Cited by:

  1. Dejan Živkov & Boris Kuzman & Jonel Subić, 2022. "Measuring the risk-adjusted performance of selected soft agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(3), pages 87-96.
  2. Abay, Kibrom A. & Chamberlin, Jordan & Chivenge, Pauline & Spielman, David J., 2025. "Fertilizer, soil health, and economic shocks: A synthesis of recent evidence," Food Policy, Elsevier, vol. 133(C).
  3. Valenti, Daniele & Bertoni, Danilo & Cavicchioli, Davide & Olper, Alessandro, "undated". "Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach," FEEM Working Papers 338780, Fondazione Eni Enrico Mattei (FEEM).
  4. Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers 2407.03265, arXiv.org, revised Nov 2024.
  5. Bonnier, Jean-Baptiste, 2021. "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, vol. 117(C).
  6. MacLachlan, Matthew J. & Boussios, David, "undated". "Identifying the price determinants of animal products in the presence of structural breaks," 2018 Annual Meeting, August 5-7, Washington, D.C. 273974, Agricultural and Applied Economics Association.
  7. MacLachlan, Matthew J. & Boussios, David & Hagerman, Amy D., 2021. "Market Responses to Export Restrictions from Highly Pathogenic Avian Influenza Outbreaks," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(01), January.
  8. Chen, Leqin, 2025. "China’s impact on global commodity returns: A time-varying perspective," Structural Change and Economic Dynamics, Elsevier, vol. 74(C), pages 677-689.
  9. Dalia Ghanem & Aaron Smith, 2022. "Causality in structural vector autoregressions: Science or sorcery?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 881-904, May.
  10. Sun, Zesheng & Wang, Yaoqing & Zhou, Xu & Yang, Lunan, 2019. "The roundabout from interest rates to commodity prices in China: The role of money flow," Resources Policy, Elsevier, vol. 61(C), pages 627-642.
  11. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.
  12. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
  13. Zhang, Yongmin & Ding, Shusheng & Scheffel, Eric M., 2019. "A key determinant of commodity price Co-movement: The role of daily market liquidity," Economic Modelling, Elsevier, vol. 81(C), pages 170-180.
  14. Santos, Augusto Seabra & Almeida, Alexandre Nunes, 2025. "Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?," Journal of Commodity Markets, Elsevier, vol. 37(C).
  15. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
  16. Adjemian, Michael K. & Janzen, Joseph & Carter, Colin A. & Smith, Aaron, 2014. "Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement," Economic Research Report 167369, United States Department of Agriculture, Economic Research Service.
  17. Hu, Zhepeng & Yan, Lei & Yuan, Jinghong & Etienne, Xiaoli, 2023. "Deconstructing Fertilizer Price Spikes: Evidence from Chinese Urea Fertilizer Market," 2023 Conference, April 24-25, 2023, St. Louis, Missouri 379028, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  18. Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  19. Hu, Zhepeng & Yan, Lei & Yuan, Jinghong & Etienne, Xiaoli, 2025. "Deconstructing fertilizer price spikes: Evidence from Chinese urea fertilizer market," Food Policy, Elsevier, vol. 133(C).
  20. Kang, Minseong & Lee, Seungki, 2025. "Navigating the Soybean Market Shift: River Transport as a Lens on the Renewable Diesel Boom," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360603, Agricultural and Applied Economics Association.
  21. Federico Di Pace & Luciana Juvenal & Ivan Petrella, 2025. "Terms-of-Trade Shocks Are Not All Alike," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(2), pages 24-64, April.
  22. Ayesha Sayed & Christo Auret, 2025. "Is corn still king? Unravelling time-varying interactions among soft commodities," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 259-284, March.
  23. Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
  24. Apperson, George P., 2014. "Agricultural Commodity Futures Market Volatility: A Case for Punctuated Equilibrium," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196760, Southern Agricultural Economics Association.
  25. Fishe, Raymond P.H. & Smith, Aaron, 2019. "Do speculators drive commodity prices away from supply and demand fundamentals?," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
  26. Jean-Baptiste Bonnier, 2021. "Speculation and informational efficiency in commodity futures markets," Post-Print hal-04299220, HAL.
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