Hilary Till

Global Commodities Applied Research Digest

Contributing Editor

J.P. Morgan Center for Commodities

1475 Lawrence Street

Denver, CO 80202

United States

http://www.jpmcc-gcard.com/hilary-till

J.P. Morgan Center for Commodities, University of Colorado Denver Business School

Solich Scholar

1475 Lawrence St.

Denver, CO 80202

United States

http://www.business.ucdenver.edu/commodities

EDHEC-Risk Institute

Research Associate

Nice

France

http://risk.edhec.edu/

SCHOLARLY PAPERS

84

DOWNLOADS
Rank 4,327

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Top 4,327

in Total Papers Downloads

12,873

SSRN CITATIONS
Rank 19,145

SSRN RANKINGS

Top 19,145

in Total Papers Citations

10

CROSSREF CITATIONS

44

Scholarly Papers (84)

1.

Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

Number of pages: 5 Posted: 30 Mar 2017
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 2,198 (9,385)
Citation 1

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Commodity Futures, Trading Strategies, Trend-Following, Calendar Spreads, CTA

2.

Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance: Evidence from Soy, Corn and Wheat Futures from 1950 to 2004

Number of pages: 30 Posted: 30 Mar 2006
Barry E. Feldman, Hilary Till and Hilary Till
IMCI, LLC and J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 2,081 (10,284)
Citation 6

Abstract:

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Backwardation, commodities, corn, futures, mean reversion, roll yield, rolll return, soybeans, wheat

3.

The Amaranth Case Study

Number of pages: 8 Posted: 15 Jun 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 691 (52,045)

Abstract:

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Amaranth, Natural Gas, Regulatory

4.

Why Haven't Weather Derivatives Been More Successful as Futures Contracts? A Case Study

Number of pages: 9 Posted: 15 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 521 (74,431)
Citation 1

Abstract:

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Futures, weather derivatives, risk, speculator

5.

The Amaranth Collapse: What Happened and What Have We Learned Thus Far?

Number of pages: 15 Posted: 29 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 505 (77,549)
Citation 8

Abstract:

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Hedge fund, natural gas, derivatives market, futures market, regulatory

6.

An Introduction to U.S. Commodity Futures Markets: A Historical Perspective Along with Commodity Trading Principles

Number of pages: 19 Posted: 12 Aug 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 373 (110,256)

Abstract:

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commodity futures, history, futures markets, investment process

7.

Famous Debacles in the Commodity Markets: Case Studies on Amaranth and MF Global

Number of pages: 12 Posted: 05 Jul 2017
Hilary Till, Hilary Till and Richard Heckinger
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Federal Reserve Bank of Chicago (retired)
Downloads 316 (131,953)
Citation 1

Abstract:

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Futures Markets, Hedge Fund, Regulatory, Bankruptcy, Liquidation, Amaranth, MF Global

8.

Commodity Trading Strategies: Examples, Mistakes, and Famous Debacles

Number of pages: 26 Posted: 30 Aug 2019
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 254 (165,251)

Abstract:

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commodity futures, trading strategies, CTA, risk tolerance, Amaranth, MF Global, regulatory, futures commission merchant

9.

Research on Commodity Futures Trading Strategies

Number of pages: 9 Posted: 24 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 247 (169,771)

Abstract:

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commodity futures, term structure, returns, relative-value

10.

Weathering the Storm in Commodity Risk Premia Strategies

Number of pages: 9 Posted: 12 Jun 2019
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 227 (184,004)

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Commodity futures, risk premia, factor investing, momentum, carry, basis- momentum, negative skewnesss

11.

Has There Been Excessive Speculation in the U.S. Oil Futures Markets? What Can We (Carefully) Conclude from New CFTC Data?

Number of pages: 17 Posted: 20 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 225 (185,519)
Citation 18

Abstract:

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Commodity Futures Trading Commission, CFTC, oil, futures market, hedging, speculator

12.

Why Haven't Pulp Futures Contracts Succeeded? A Case Study

Number of pages: 18 Posted: 15 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 217 (192,035)

Abstract:

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Futures, hedging, price risk, volatility, commodity, speculator, pulp

13.

The Design of a Commodity Futures Trading Program

Number of pages: 21 Posted: 16 May 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 204 (203,390)

Abstract:

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Commodity futures, Portfolio construction, Risk measures

14.

Case Studies from Commodity Derivatives Debacles

Number of pages: 53 Posted: 13 Jun 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 192 (214,858)

Abstract:

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risk management, commodity derivatives, trading, regulatory, hedge fund

15.

The Collapse of MF Global: What Happened and Lessons Learned

Number of pages: 8 Posted: 08 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 189 (217,853)

Abstract:

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Futures Markets, Bankruptcy, Liquidation

16.

Why Haven't Uranium Futures Contracts Succeeded? A Case Study

Number of pages: 5 Posted: 15 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 175 (232,707)

Abstract:

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Futures, volatility, commodity, speculator, uranium

17.

Term Structure as the Primary Driver of Long-Term Commodity Futures Returns

Number of pages: 13 Posted: 12 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 161 (249,660)
Citation 3

Abstract:

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commodity futures, backwardation, returns, roll yield

18.

Understanding Managed Futures

Number of pages: 23 Posted: 09 Jul 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 146 (270,387)

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Managed futures, CTA’s, Trend-followers

19.

The History of Financial Derivatives: A 2-Part Feature - Part 1: The Emergence and Development of Financial Derivatives Post-Bretton Woods

Number of pages: 11 Posted: 02 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 146 (270,387)

Abstract:

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hedging, exchange rate, history, derivatives

20.

Deducing Petroleum-Complex Fundamentals

Number of pages: 23 Posted: 05 Feb 2018
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 129 (297,403)

Abstract:

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Oil Markets, Futures Prices, Crude Oil

21.

Structural Positions in Crude Oil Futures Contracts

Number of pages: 23 Posted: 29 Oct 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 126 (302,694)
Citation 1

Abstract:

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crude oil futures, returns, backwardation, contango, spare capacity

22.

The Commodity Derivatives Markets from a Broadly Conceptual Perspective

Number of pages: 17 Posted: 30 Mar 2017
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 113 (327,276)

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Commodity Futures, Trading, Live Cattle, Gasoline, Coffee, Grain Markets, Risk Management, Commodity Derivatives, Trading, Natural Gas, Hedging, Speculation, Price Volatility

23.

Empirical Relationships in the Commodity Futures Markets as of Early 2014

Number of pages: 34 Posted: 09 Jan 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 113 (327,276)

Abstract:

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commodity futures, backwardation, returns, roll yield, oil market

24.

Crude Oil Futures Markets: Are the Benefits of 'Roll Yield' Real?

Number of pages: 10 Posted: 22 Aug 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 106 (341,910)

Abstract:

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roll yield, crude oil futures

25.

An Update on Weather Fear Premia Trades

Number of pages: 11 Posted: 21 Dec 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 99 (357,582)
Citation 1

Abstract:

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commodity futures, risk premium, natural gas, coffee, corn

26.

Risk Management Lessons in Leveraged Commodity Futures Trading

Number of pages: 10 Posted: 07 Jun 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 96 (364,637)
Citation 2

Abstract:

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risk management, commodity, futures trading

27.

The History of Financial Derivatives: A 2-Part Feature - Part 2: The Possibility That We are Coming Full Circle

Number of pages: 6 Posted: 02 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 93 (372,050)

Abstract:

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hedging, regulatory, speculator

28.

Active Commodity Futures Strategies: The Importance of Risk Management and Implementation Discipline

Number of pages: 39 Posted: 10 Jul 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 91 (377,101)

Abstract:

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Commodity futures, hedge fund, risk management, sources of returns, investment process

29.

Timing Indicators for Structural Positions in Crude Oil Futures Contracts

Number of pages: 8 Posted: 11 Jun 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 90 (379,643)

Abstract:

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Crude oil futures, spare capacity, structural positions, futures contracts, contango, backwardation, asset allocation

30.

Intelligent Commodity Investing: Opportunities and Challenges

Number of pages: 6 Posted: 31 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 90 (379,643)
Citation 1

Abstract:

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G1,G11, Q41

31.

Research Topics from Across the Commodity Markets

Number of pages: 17 Posted: 16 Jul 2020
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 89 (382,222)

Abstract:

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agricultural commodities, bio-fuels, commodity market development, energy policy, futures pricing, hedging, logistics, regulation

32.

OPEC Spare Capacity and Oil Prices

Number of pages: 12 Posted: 29 Oct 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 88 (384,888)

Abstract:

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crude oil prices, OPEC spare capacity

33.

The MF Global Debacle: What Were the Red Flags?

Number of pages: 14 Posted: 27 Jul 2017
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 83 (398,567)

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MF Global, Bankruptcy, Liquidation, CFTC, Futures Commission Merchant

34.

Risk Management and Portfolio Construction in a Commodity Futures Program

Number of pages: 10 Posted: 24 Jul 2015
Joseph Eagleeye, Hilary Till and Hilary Till
Premia Research LLC and J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 81 (404,267)
Citation 4

Abstract:

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commodity, futures, risk management

35.

The Oil Markets: Let the Data Speak for Itself

Number of pages: 67 Posted: 22 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 81 (404,267)
Citation 4

Abstract:

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commodity markets, oil market, futures market, speculation, oil price

36.

A Review of the Historical Literature on Commodity Futures Contract Returns

Number of pages: 41 Posted: 12 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 78 (413,133)

Abstract:

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commodity futures, backwardation, returns, theory of storage, convenience yield, speculator, hedging

37.

The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns

Number of pages: 6 Posted: 28 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 77 (416,239)

Abstract:

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commodity futures returns, backwardation, roll yield, term structure

38.

Commodities, Crude Oil, and Diversified Portfolios

Number of pages: 10 Posted: 08 Jun 2021
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 76 (419,280)

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commodities, crude oil, diversification, futures contracts

39.

Common Miscalculations in Futures Trading

Number of pages: 2 Posted: 05 Feb 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 73 (428,632)

Abstract:

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futures trading, risk tolerance

40.

What is Known About Hedge Funds?

Number of pages: 33 Posted: 27 Jun 2015
Hilary Till, Hilary Till and Jodie Gunzberg
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and S&P Dow Jones Indices
Downloads 73 (428,632)

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Hedge funds, alternative investments, performance measurement, risk management, returns

41.

Illiquidity

Number of pages: 20 Posted: 06 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 72 (431,853)

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hedge funds, liquidity, illiquidity

42.

Absolute Returns in Commodity Futures Programs

Number of pages: 19 Posted: 28 Jun 2015
Hilary Till, Hilary Till and Jodie Gunzberg
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and S&P Dow Jones Indices
Downloads 71 (435,143)
Citation 1

Abstract:

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Commodity futures, risk management, hedge funds, supply shocks, returns

43.

Commodity Investing Risks

Number of pages: 30 Posted: 05 Aug 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 70 (438,489)
Citation 2

Abstract:

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Commodity futures contracts, risks, source of returns, backwardation

44.

A Review of the U.S. Senate Report on the Amaranth Debacle

Number of pages: 9 Posted: 09 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 66 (452,071)
Citation 1

Abstract:

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Amaranth, natural gas, futures, regulatory

45.

Wheat Futures Contracts: Liquidity, Spreading Opportunities, and Fundamental Factors

Number of pages: 8 Posted: 05 Feb 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 62 (466,435)
Citation 1

Abstract:

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wheat futures contracts, liquidity

46.

Intelligent Commodity Trading and Risk Management

Number of pages: 17 Posted: 31 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 62 (466,435)

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futures trading, risk-management, commodity index, speculator

47.

Return and Risk in Commodity Futures Programs

Number of pages: 22 Posted: 20 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 60 (473,998)

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commodity futures, returns, risk, portfolio

48.

Risk-Adjusted Returns in Alternative Investments

Number of pages: 6 Posted: 06 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 59 (477,833)

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hedge fund, portfolio, CAPM, risk premia, performance, Sharpe ratio

49.

Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets

Number of pages: 7 Posted: 29 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 55 (493,422)

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commodity futures, grain futures, returns

50.

On the Role of Hedge Funds in Institutional Portfolios: Comprehensive Version

Number of pages: 53 Posted: 08 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 54 (497,590)

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hedge fund, institutional investor, portfolio, performance, risk factors, asset allocation, return

51.

The Impact of Indexing in the Equity and Commodity Markets

Number of pages: 11 Posted: 07 Jun 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 53 (501,616)

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commodity futures, index effect

52.

Is Oil-Indexation Still Relevant for Pricing Natural Gas?

Number of pages: 6 Posted: 24 Nov 2020
Adila Mchich, Hilary Till and Hilary Till
CME Group and J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 52 (505,823)

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Natural gas, LNG, crude oil, oil-indexation

53.

Risk Measurement of Hedge Funds: Traditional versus Alternative Approaches

Till, H., 2005, Chapter 10, in Core-Satellite Portfolio Management, J.C. Singleton (ed.), McGraw-Hill, NY, pp. 253-296., Till, H., 2004, "Risk Measurement of Investments in the Satellite Ring of a Core-Satellite Portfolio," Singapore Economic Review, Vol. 49, No. 1, pp. 1-26
Number of pages: 31 Posted: 11 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 52 (505,823)

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Sharpe Ratio, Hedge Funds, Risk Measurement, Asymmetric Risk

54.

A Brief Examination of Returns-Based Analyses of Hedge Funds

Number of pages: 5 Posted: 15 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 51 (509,979)

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hedge fund, returns, risk measure, portfolio, Sharpe ratio

55.

Traditional Investment Programs and Absolute-Return Strategies

Number of pages: 20 Posted: 09 May 2015 Last Revised: 14 May 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 51 (509,979)

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hedge fund, absolute return, alternative investment, performance, risk measurement, asset allocation, Institutional investor

56.

The Anti-Speculation Cycle, Managing Commodity Risk, and Position Limits

Number of pages: 10 Posted: 22 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 49 (518,784)

Abstract:

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Commodity markets, hedgers, speculators, futures markets, risk, position limits

57.

Challenges in Commodities Risk Management

Number of pages: 12 Posted: 28 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 48 (523,269)
Citation 1

Abstract:

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risk management, commodities, correlations, risk premia, China

58.

From Grain to Natural Gas: The Historical Circumstances that Led to the Need for Futures Contracts

Number of pages: 5 Posted: 21 Jun 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 46 (532,259)
Citation 1

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Bretton Woods System, Futures Contracts, Crude Oil, Natural Gas, Hedging, Regulation

59.

Inferences About the Amaranth Case and the Emerging Maturity of the Hedge Fund Industry

Number of pages: 10 Posted: 24 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 46 (532,259)

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Hedge fund, Amaranth, natural gas

60.

Additional Aspects of Whether Futures Contracts Succeed

Number of pages: 9 Posted: 10 Dec 2018
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 44 (541,709)

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Futures contracts, commodities, regulation

61.

The Capacity Implications of the Search for Alpha

Number of pages: 5 Posted: 24 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 43 (546,523)
Citation 2

Abstract:

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hedge funds, alpha, capacity

62.

On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part II

Number of pages: 7 Posted: 01 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 42 (551,438)

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Alternative investment, hedge fund, Sharpe ratio, risk-premia

63.

Implicit Options in Hedge Fund Products

Number of pages: 6 Posted: 07 Jun 2015
Hilary Till, Hilary Till and Joseph Eagleeye
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest and Premia Research LLC
Downloads 42 (551,438)
Citation 1

Abstract:

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Hedge Funds, Option-like payoff

64.

The Trial-and-Error Development of the Chicago Futures Markets

Number of pages: 8 Posted: 08 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 41 (556,429)

Abstract:

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Futures markets, futures trading, hedging

65.

Is There a New Swing Producer in the Oil Markets? A Brief Answer

Number of pages: 3 Posted: 02 May 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 40 (561,449)

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crude oil markets, swing producer, shale production

66.

Commodity Scarcity and the GSCI Futures Curve

Number of pages: 7 Posted: 10 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 40 (561,449)
Citation 4

Abstract:

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GSCI futures, commodity futures, backwardation

67.

On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies - Part I

Number of pages: 9 Posted: 27 Jun 2015 Last Revised: 30 Jun 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 40 (561,449)

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alternative investments, CAPM, Sharpe ratio, risk measurement, returns

68.

Skepticism About Commodity Futures Markets: An Answer

Number of pages: 24 Posted: 05 Aug 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 39 (566,511)

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Commodity futures markets, oil market, hedging, speculation, CFTC

69.

The Role of Academics and Empirical Studies in the Debate on the Economic Role of Futures Trading

Number of pages: 8 Posted: 17 Jul 2020
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 37 (576,903)

Abstract:

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futures contracts, futures trading

70.

Unique Hedge-Fund Risk Considerations

Number of pages: 7 Posted: 07 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 35 (587,895)

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hedge fund, tail-risk, performance, risk measures, value-at-risk, style factors

71.

Lessons from History on Commodity Futures Trading Controversies

Number of pages: 7 Posted: 24 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 34 (593,373)

Abstract:

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commodity futures markets

72.

Innovations in the Commodity Markets

Number of pages: 6 Posted: 24 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 34 (593,373)

Abstract:

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commodity markets

73.

Price Volatility in the Food Markets

Number of pages: 19 Posted: 23 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 34 (593,373)
Citation 1

Abstract:

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food price volatility, commodty, agriculture, futures market, speculation, hedging

74.

The Measurement and Management of Risk in Commodity Futures Programs

Number of pages: 23 Posted: 24 Jun 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 33 (599,090)

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Commodity Futures, Risk Measurement

75.

Risk Management in Energy-Focused Commodity Futures Programs

Number of pages: 24 Posted: 05 Aug 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 31 (610,829)

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risk management, commodity futures, correlations

76.

Swing Oil Production and the Role of Credit: A Synthesis of Best-in-Class Research Views

Number of pages: 18 Posted: 15 Jun 2016
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 29 (623,193)

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swing producer, shale producer, spare capacity, oil prices

77.

Commodity Position Limit Rules Should Be Based on a Finding of Necessity

Number of pages: 6 Posted: 08 Aug 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
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Commodity markets, hedgers, speculators, futures markets, risk, position limits

78.

Hedge Funds in a Risk Allocation Framework: Part 2

Number of pages: 14 Posted: 07 May 2015 Last Revised: 23 Jul 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 28 (629,518)

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hedge funds, risk allocation, VAR

79.

Hedge Funds in a Risk Allocation Framework: Part 1

Number of pages: 12 Posted: 07 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 28 (629,518)

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hedge funds, risk factors, portfolio

80.

An Update on the Debate over Commodity Futures Position Limits

Number of pages: 5 Posted: 08 Aug 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 21 (678,826)

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Commodity markets, hedgers, speculators, futures markets, risk, position limits

81.

Looking into a Distant Mirror: The 1870s

Number of pages: 5 Posted: 08 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 20 (686,326)

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Futures, financial crash

82.

Are Popular Narratives Regarding Recent Commodity Price Spikes Accurate?

Number of pages: 18 Posted: 28 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest
Downloads 17 (709,508)
Citation 1

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commodity futures, speculation, hedging, price volatility, policy

83.

What are the Sources of Return for CTAs and Commodity Indices? A Brief Survey of Relevant Research

Forthcoming in the Journal of Wealth Management
Posted: 20 Oct 2015 Last Revised: 30 Oct 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest

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CTA, sources of return, managed futures, commodity indices, commodity futures contracts

84.

Why Some Commodity (and Financial) Futures Contracts Succeed and Others Fail: A Survey of Relevant Research

Forthcoming in the Journal of Alternative Investments
Posted: 06 Mar 2015 Last Revised: 15 May 2015
Hilary Till and Hilary Till
J.P. Morgan Center for Commodities, University of Colorado Denver Business SchoolGlobal Commodities Applied Research Digest

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Commodities, Futures Market, Commodity Regulation, Policy