The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets (J Agr Econ 2014)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Christopher L. Gilbert, Simone Pfuderer The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets J Agr Econ 2014 2 303–22 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Instrumental variable (IV), Granger causality tests - - USA -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Dwight R. Sanders, Scott H. Irwin New Evidence on the Impact of Index Funds in U.S. Grain Futures Markets CJAE 2011 4 519-532 - - 2 - wide sense (new data) 2 - different results 0 - not available at all 2 - partly -

References

DOI: 10.1111/1477-9552.12068 IDEAS: a/bla/jageco/v65y2014i2p303-322.html EconPapers: RePEc:bla:jageco:v:65:y:2014:i:2:p:303-322


Paper was prepared for the workshop “Understanding Oil and Commodity Prices” organized by the Bank of England, the Centre for Applied Macroeconomic Analysis, Australian National University, and the Money, Macro and Finance Study Group, London, 25 May 2012. A poster with an updated abstract is available here.

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