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2. Is bitcoin an inflation hedge?. (2025). Colombo, Jéfferson ; Rodriguez, Harold.
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1. Commodity Prices In Empirical Research. (2019). Carpantier, Jean-François.
   In: LIDAM Discussion Papers IRES.
   RePEc:ctl:louvir:2020021.

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2. Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Bierbaumer, Daniel ; Velinov, Anton.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1722.

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3. Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo.
   In: Questioni di Economia e Finanza (Occasional Papers).
   RePEc:bdi:opques:qef_419_18.

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4. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Piana, Jacopo ; Bianchi, Daniele.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:1149.

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5. Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Stenner, Nick ; Hambur, Jonathan.
   In: RBA Research Discussion Papers.
   RePEc:rba:rbardp:rdp2017-03.

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6. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Wanner, Markus ; Mayer, Herbert ; Rathgeber, Andreas.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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7. Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Wagner, Rodrigo ; Hansen, Erwin.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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8. Predictability and diversification benefits of investing in commodity and currency futures. (2017). Potì, Valerio ; Eyiah-Donkor, Emmanuel ; cotter, john ; Poti, Valerio.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

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9. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1646.

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10. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Kupper, Michael ; Papapantoleon, Antonis.
    In: Papers.
    RePEc:arx:papers:1502.00674.

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11. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2016). Ristolainen, Kim.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:1:y:2016:i:5:p:121-143.

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12. Hedging, arbitrage and the financialization of commodities markets. (2016). tropeano, domenica.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00082.

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13. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2016). Byun, Sung Je.
    In: Occasional Papers.
    RePEc:fip:feddop:2016_003.

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14. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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15. Volatility risk premia and exchange rate predictability. (2016). Sarno, Lucio ; Ramadorai, Tarun ; della Corte, Pasquale.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:21-40.

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16. The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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17. The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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18. Psychological barriers in oil futures markets. (2016). lucey, brian ; Dowling, Michael ; Cummins, Mark.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

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19. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5782.

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20. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-18.

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21. Optimal Storage Capacity Allocation in Grain Merchandizing. (2016). Vorotnikova, Ekaterina.
    In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas.
    RePEc:ags:saea16:230128.

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22. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2015). Ristolainen, Kim.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp102.

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23. Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Poblacion, Javier ; Serna, Gregorio ; Mirantes, Andres .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:75-93.

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24. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Wagner, Rodrigo ; Hansen, Erwin.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:89920.

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25. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Wagner, Rodrigo ; Hansen, Erwin.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:7006.

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26. Robustness of distance-to-default. (2015). Lando, David ; Jessen, Cathrine .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:493-505.

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27. A dynamic model of hedging and speculation in the commodity futures markets. (2015). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:25:y:2015:i:c:p:1-15.

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28. Sentiment in oil markets. (2015). Deeney, Peter ; Dowling, Michael ; Cummins, Mark ; Bermingham, Adam .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:179-185.

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29. Market sentiment in commodity futures returns. (2015). Suss, Stephan ; Gao, Lin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:84-103.

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30. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:466.

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31. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ebdac58-bf37-499d-8835-1ba1e8153940.

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32. Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Brooks, Chris ; Nneji, Ogonna ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-09.

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33. The Effects of Margin Changes on Commodity Futures Markets. (2014). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp736.

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34. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2014). le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-414.

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35. Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37.

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36. Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70.

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37. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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38. Commodity index trading and hedging costs. (2014). Brunetti, Celso ; Reiffen, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:21:y:2014:i:c:p:153-180.

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39. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

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40. Price discrimination and limits to arbitrage: An analysis of global LNG markets. (2014). Ritz, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:324-332.

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41. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

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42. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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43. Oil Volatility Risk and Expected Stock Returns. (2014). Pan, Xuhui ; Christoffersen, Peter.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-06.

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44. COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW. (2013). Prokopczuk, Marcel ; Back, Janis.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:06:n:s0219024913500325.

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45. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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46. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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47. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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48. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-12.

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49. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11692.

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50. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

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