Monetary policy surprises, positions of traders, and changes in commodity futures prices
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- Shang, Hua & Yuan, Ping & Huang, Lin, 2016. "Macroeconomic factors and the cross-section of commodity futures returns," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 316-332.
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More about this item
Keywords
commodity prices; monetary policy shocks; futures data; convenience yields; positions of traders; speculators; hedgers;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2013-12-06 (Central Banking)
- NEP-MAC-2013-12-06 (Macroeconomics)
- NEP-MON-2013-12-06 (Monetary Economics)
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