1.
Commodity-equity return co-movements rose dramatically during the Great Recession. This development took place following what has been dubbed the "financialization" of co[...]
2017 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
2.
Commodity-equity and cross-commodity return co-movements rose dramatically after the 2008 financial crisis. This development took place following what has been dubbed the[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
3.
OPEC producers, individually or collectively, often make statements regarding the "fair price" of crude oil. In some cases, the officials commenting are merely affirming [...]
2013 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
4.
We use a unique, non-public dataset of trader positions in 17 U.S. commodity futures markets to provide novel evidence on those markets' financialization in the past deca[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |