The Impact of Index and Swap Funds on Commodity Futures Markets Preliminary Results
This preliminary study examines the impact of index and swap fund participation in agricultural and energy commodity futures markets. Based on new data and empirical analysis the study finds that index funds did not cause a bubble in agricultural futures prices. Using Granger causality methods the s...
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Capítulo de libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Paris :
OECD Publishing
2010.
|
| Colección: | OECD Food, Agriculture and Fisheries Papers,
no.27. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706363906719 |
