1.
Hedging Demand and Market Intraday Momentum
Journal of Financial Economics (JFE), Volume 142, Issue 1, October 2021, Pages 377-403
Number of pages: 60
Posted: 26 Jan 2021
Last Revised: 24 Nov 2021
Working Paper Series
Erasmus University Rotterdam (EUR), University of Notre Dame - Mendoza College of Business, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam
Downloads
7,726
2.
Does Mother Nature Corrupt? Natural Resources, Corruption, and Economic Growth
IMF Working Paper No. 1999/085
Number of pages: 35
Posted: 13 Feb 2001
Working Paper Series
Federal Statistical Office
Downloads
7,178
3.
The Economic Impact of Index Investing
Review of Financial Studies, Forthcoming
Number of pages: 85
Posted: 26 Sep 2015
Last Revised: 27 Aug 2020
Working Paper Series
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and University of Kentucky - Gatton College of Business and Economics
Downloads
2,344
4.
Commodities for the Long Run
Number of pages: 24
Posted: 21 Oct 2016
Last Revised: 27 Jul 2017
Working Paper Series
AQR Capital Management, AQR Capital Management, LLC, Department of Finance, Leonard N. Stern School of Business, New York University and AQR Capital Management, LLC
There are 2 versions of this paper
Commodities for the Long Run
Number of pages: 24
Posted: 21 Oct 2016
Last Revised: 27 Jul 2017
Downloads
2,100
Commodities for the Long Run
NBER Working Paper No. w22793
Number of pages: 40
Posted: 07 Nov 2016
Last Revised: 13 Apr 2023
Downloads
108
Downloads
2,100
5.
Pairs Trading to the Commodities Futures Market Using Cointegration Method
International Journal of Commerce and Finance, Vol. 1, Issue 1, 2015, 25-38
Number of pages: 14
Posted: 15 Jan 2017
Accepted Paper Series
Istanbul Commerce University, Students
Downloads
1,770
6.
The Commodity Futures Risk Premium: 1871–2018
Number of pages: 47
Posted: 20 Sep 2019
Last Revised: 01 Oct 2019
Working Paper Series
SummerHaven Investment Management, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads
1,527
7.
The Impact of Russia-Ukraine Conflict on Global Financial Markets
Number of pages: 15
Posted: 23 May 2022
Working Paper Series
Dongbei University of Finance and Economics, Philadelphia University, Jordan and Department of Economics, Pusan National University
Downloads
1,326
8.
The Untold Story of Commodity Futures in China
Journal of Futures Markets, Forthcoming
Number of pages: 69
Posted: 21 Feb 2018
Last Revised: 26 Jan 2020
Accepted Paper Series
Griffith University - Department of Accounting, Finance and Economics and Curtin University
Downloads
1,049
9.
Strategies Based on Momentum and Term Structure in Financialized Commodity Markets
Business and Economics Research Journal, 2016, vol. 7, no. 1, pp. 31-46.
Number of pages: 16
Posted: 23 Jul 2014
Last Revised: 09 Apr 2016
Accepted Paper Series
Montpellier Business School
Downloads
1,007
10.
Drilling and Debt
Darden Business School Working Paper No. 2939603, Journal of Finance, Forthcoming
Number of pages: 91
Posted: 24 Mar 2017
Last Revised: 29 Aug 2019
Accepted Paper Series
University of Pennsylvania - The Wharton School, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads
949
11.
The Impact of Commodity Benchmarks on Derivatives Markets: The Case of the Dated Brent Assessment and Brent Futures
Journal of Banking and Finance, 2018
Number of pages: 53
Posted: 15 Jan 2016
Last Revised: 21 Nov 2018
Accepted Paper Series
Macquarie University, The University of Edinburgh, Macquarie Graduate School of Management and Osmosis Investment Management
Downloads
926
12.
Oil Volatility Risk and Expected Stock Returns
Rotman School of Management Working Paper No. 2399677
Number of pages: 54
Posted: 23 Feb 2014
Last Revised: 04 Dec 2014
Working Paper Series
University of Toronto - Rotman School of Management and University of Oklahoma
Downloads
826
13.
Factor Structure in Commodity Futures Return and Volatility
Rotman School of Management Working Paper No. 2495779
Number of pages: 64
Posted: 14 Sep 2014
Last Revised: 26 Jun 2017
Working Paper Series
University of Toronto - Rotman School of Management, CREATESAarhus University - School of Business and Social Sciences and CREATESBank of America - Bank of America Merrill Lynch
Downloads
819
14.
On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier?
Finance Research Letters, Forthcoming
Number of pages: 12
Posted: 15 Oct 2016
Accepted Paper Series
Lebanese American University, University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads
786
15.
The Financial Regulation of European Wholesale Energy and Environmental Markets
USAEE Working Paper No. 11-070
Number of pages: 28
Posted: 06 Mar 2011
Working Paper Series
Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, European University Institute (EUI) and Bangor Business School
Downloads
776
16.
Commodities as Collateral
Forthcoming, Review of Financial Studies
Number of pages: 54
Posted: 17 Nov 2013
Last Revised: 19 Apr 2016
Accepted Paper Series
Institute of Economics, School of Social Sciences, Tsinghua University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
733
17.
Political Uncertainty and Commodity Markets
Fisher College of Business Working Paper No. 2017-03-025, Charles A. Dice Center Working Paper No. 2017-25
Number of pages: 54
Posted: 06 Nov 2017
Last Revised: 08 Jun 2020
Working Paper Series
Ohio State University (OSU) - Department of Finance, Institute of Economics, School of Social Sciences, Tsinghua University and The Chinese University of Hong Kong, Shenzhen
Downloads
726
18.
Hedging Pressure and Speculation in Commodity Markets
Economic Theory, Forthcoming
Number of pages: 41
Posted: 10 Sep 2013
Last Revised: 30 Apr 2018
Accepted Paper Series
University of British Columbia (UBC) - Faculty of Education, Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads
711
19.
Fertilizer Fuels Food Prices: Identification Through the Oil-Gas Spread
Number of pages: 14
Posted: 14 Jul 2016
Last Revised: 30 Sep 2016
Working Paper Series
Leibniz Universität Hannover - Faculty of Economics and Management and Polish Academy of Sciences (PAS) - Institute of Economics (INE PAN)
Downloads
652
20.
Estudio Sobre El Sector De Fertilizantes En Colombia (The Fertilizer Sector in Colombia)
Estudios Económicos Superintendencia de Industria y Comercio, No. 6, October 2013
Number of pages: 201
Posted: 16 May 2014
Working Paper Series
Superintendencia de Industria y Comercio, Universidad Catolica de Colombia, Superintendencia de Industria y Comercio and National University of ColombiaFundación Universitaria Konrad Lorenz
Downloads
623
21.
Are We Running Out of Exhaustible Resources?
Number of pages: 35
Posted: 25 May 2023
Last Revised: 26 May 2023
Working Paper Series
University of Victoria, Department of Economics, University of Oxford, University of Oxford - Smith School of Enterprise and the Environment and University of Oxford
Downloads
621
22.
Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence
Number of pages: 59
Posted: 24 Jan 2019
Last Revised: 26 Jun 2020
Working Paper Series
Montpellier Business School, Griffith UniversityGriffith University and Poznan University of Economics and Business
Downloads
610
23.
An Empirical Analysis of China&Apos;S Export Behavior
IMF Working Paper No. 2002/200
Number of pages: 35
Posted: 22 Feb 2004
Working Paper Series
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads
607
24.
Impact of India's Demonetization on Domestic Agricultural Markets
Number of pages: 59
Posted: 08 Nov 2017
Last Revised: 02 Mar 2021
Working Paper Series
Indian Institute of Management (IIMU), Udaipur and Indira Gandhi Institute of Development Research (IGIDR)
Downloads
564
25.
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
Number of pages: 35
Posted: 10 Mar 2011
Last Revised: 01 May 2011
Working Paper Series
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Downloads
552
26.
Financialization and Commodity Markets Serial Dependence
Management Science, forthcoming
Number of pages: 83
Posted: 06 Dec 2018
Last Revised: 24 Aug 2022
Accepted Paper Series
University of Notre Dame - Mendoza College of Business, Institute of Economics, School of Social Sciences, Tsinghua University, University of Macau - Department of Economics and University of Toronto - Rotman School of Management
Downloads
525
27.
Investment in Hydropower in Nepal
IPBA (Inter-Pacific Bar Association) Journal, September 2014
Number of pages: 4
Posted: 30 Dec 2014
Accepted Paper Series
National Law College, Tribhuvan University
Downloads
495
28.
Commodity Momentum Decomposition
Journal of Futures Markets, Forthcoming,
https://doi.org/10.1002/fut.22382
Number of pages: 56
Posted: 04 Aug 2022
Last Revised: 03 Oct 2022
Accepted Paper Series
Hakuoh University and Okayama University
Downloads
492
29.
The Diversity of Real Assets: Portfolio Construction for Institutional Investors
PGIM IAS - April 2019
Number of pages: 29
Posted: 06 Jan 2021
Last Revised: 13 Oct 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads
479
30.
Oil and Debt
BIS Quarterly Review March 2015
Number of pages: 11
Posted: 01 Apr 2015
Working Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads
462
31.
Dissecting Economic Growth in Uruguay
IMF Working Paper No. 2021/002
Number of pages: 39
Posted: 09 Mar 2021
Working Paper Series
International Monetary Fund (IMF)
Downloads
395
32.
Forecasting Commodity Markets Volatility: HAR or Rough?
Number of pages: 33
Posted: 10 Feb 2020
Last Revised: 08 Mar 2020
Working Paper Series
Department of Statistics and Actuarial Science - Stellenbosch University and University of Technology Sydney - Business School
Downloads
387
33.
An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro
The Journal of Investment Strategies, Risk - Summer Issue, June 2013
, 51st Euro Working Group on Commodities and Financial Modelling Meeting Paper - London 2013, 20th Forecasting Financial Markets Conference Paper - Hannover 2013, Asian Finance Association (AsFA) 2013 Conference Paper - Nanchang 2013
Number of pages: 27
Posted: 27 Mar 2012
Last Revised: 04 Jul 2013
Accepted Paper Series
Oliver Wyman SA
Downloads
383
34.
Common Factors of Commodity Prices
ECB Working Paper No. 2112
Number of pages: 43
Posted: 20 Nov 2017
Working Paper Series
European Central Bank, SKEMA Business School and Centre for Economic Policy Research (CEPR)
There are 3 versions of this paper
Common Factors of Commodity Prices
ECB Working Paper No. 2112
Number of pages: 43
Posted: 20 Nov 2017
Downloads
377
Common Factors of Commodity Prices
Banque de France Working Paper No. 645
Number of pages: 37
Posted: 03 Oct 2017
Downloads
253
Common Factors of Commodity Prices
CEPR Discussion Paper No. DP12767
Number of pages: 43
Posted: 06 Mar 2018
Downloads
1
Downloads
377
35.
The Risk Premium of Gold
Journal of International Money and Finance, Forthcoming
Number of pages: 63
Posted: 22 Nov 2017
Last Revised: 22 Mar 2019
Accepted Paper Series
Leibniz Universität Hannover - Faculty of Economics and Management, University of Reading - ICMA Centre and University of Liverpool Management School
Downloads
374
36.
Determinants of Volatile Commodity Prices
Number of pages: 27
Posted: 16 Jan 2013
Last Revised: 17 Jan 2013
Working Paper Series
ICRIER
Downloads
366
37.
Liquidity Timing in Commodity Markets and the Impact of Financialization
Number of pages: 49
Posted: 29 Oct 2015
Last Revised: 06 Oct 2016
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Northwestern University
Downloads
366
38.
Common Drivers of Commodity Futures?
Queen’s Management School Working Paper 05, 2022
Number of pages: 133
Posted: 30 Sep 2022
Last Revised: 29 Jun 2023
Working Paper Series
Technische Universität Dresden, Queen's University Belfast - Queen's Management School, IPAG Business School and Utrecht University - School of Economics
Downloads
358
39.
Which Risk Factors Drive Oil Futures Price Curves?
Number of pages: 63
Posted: 20 Sep 2016
Last Revised: 03 Feb 2020
Working Paper Series
The Institute of Statistical MathematicsResilientML, ESC Rennes School of Business, The Institute of Statistical Mathematics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads
342
40.
Inflation, Business Cycles, and Commodity Investing in Financialized Markets
Business and Economics Research Journal Volume 6 Number 1 2015
Number of pages: 18
Posted: 02 Feb 2014
Last Revised: 23 Feb 2015
Accepted Paper Series
Montpellier Business School
Downloads
325
41.
Ring the Alarm! Electricity Markets, Renewables, and the Pandemic
USAEE Working Paper No. 20-473
Number of pages: 63
Posted: 01 Oct 2020
Last Revised: 28 Oct 2021
Working Paper Series
HEC MontrealCREST-ENSAE
Downloads
325
42.
A Multifactor Stochastic Volatility Model of Commodity Prices
Number of pages: 60
Posted: 20 Jul 2016
Working Paper Series
Pontificia Universidad Catolica de Chile, Pontificia Universidad Católica de Chile - Department of Industrial EngineeringUniversity of California, Berkeley, Haas School of Business, Financial Engineering, Students and Washington University in St. Louis - John M. Olin Business School
Downloads
320
43.
Clustering Commodity Markets in Space and Time: Clarifying Returns, Volatility, and Trading Regimes Through Unsupervised Machine Learning
Resources Policy, Vol. 73, No. 102162, 2021
Number of pages: 90
Posted: 31 Mar 2021
Last Revised: 28 Feb 2023
Accepted Paper Series
Michigan State University - College of Law, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and University of Economics Ho Chi Minh City
Downloads
320
44.
Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity
Number of pages: 57
Posted: 10 Feb 2021
Last Revised: 16 Apr 2021
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, China Agricultural University, University of Richmond - E. Claiborne Robins School of Business and University of Georgia - Department of Agricultural & Applied Economics
Downloads
315
45.
Impact of Artificial Intelligence on Sustainable Development Goals
Number of pages: 5
Posted: 07 Mar 2023
Working Paper Series
Suresh Gyan Vihar University and Suresh Gyan Vihar University Jaipur
Downloads
301
46.
Electricity Forward Curves with Thin Granularity
Number of pages: 43
Posted: 12 May 2016
Last Revised: 12 Feb 2017
Working Paper Series
Independent, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and ESSEC Business School
Downloads
300
47.
The Wheat Sector in Ethiopia: Current Status and Key Challenges for Future Value Chain Development
ZEF Working Paper No. 160
Number of pages: 42
Posted: 07 Aug 2017
Working Paper Series
Ethiopian Economics Association (EEA), University of Bonn - Center for Development Research (ZEF) and Mercator Research Institute on Global Commons and Climate Change (MCC)
Downloads
298
48.
Bayesian Model Averaging, Ordinary Least Squares and the Price of Gold
Number of pages: 28
Posted: 09 Feb 2017
Working Paper Series
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads
293
49.
Safe-Haven Properties of Soft Commodities during Times of COVID-19
Number of pages: 35
Posted: 02 Dec 2020
Last Revised: 12 May 2021
Working Paper Series
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School, Zayed University, College of Business and Zayed University
Downloads
283
50.
Commodity Booms and the Environment
Number of pages: 73
Posted: 09 Aug 2021
Last Revised: 19 Sep 2023
Working Paper Series
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads
280
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.