Futures trading and the excess comovement of commodity prices

Yannick Le Pen and Benoît Sévi

No 2013-19, Working Papers from Department of Research, Ipag Business School

Pages: pages
Date: 2013-01-01
New Economics Papers: this item is included in nep-mst
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Citations: View citations in EconPapers (11)

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Related works:
Working Paper: Futures Trading and the Excess Co-movement of Commodity Prices (2018)
Working Paper: Futures Trading and the Excess Comovement of Commodity Prices (2013)
Working Paper: Futures trading and the excess comovement of commodity prices (2013)
Working Paper: Futures Trading and the Excess Comovement of Commodity Prices (2013)
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