Discussion paper DP10651 A Model of Financialization of Commodities Suleyman Basak Anna Pavlova 14 Jun 2015 Financial Economics G12 G18 G29
VoxEU Column What does the market think? A general approach to inferring market expectations from futures prices Lutz Kilian Christiane Baumeister 19 Nov 2014 Financial Markets Frontiers of economic research
Discussion paper DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Lutz Kilian Christiane Baumeister 28 Sep 2014 International Macroeconomics C53 D84 G14 Q43
Discussion paper DP9572 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Lutz Kilian Christiane Baumeister Xiaoqing Zhou 21 Jul 2013 International Macroeconomics C53 G15 Q43
VoxEU Column The rise of the machine: Does high-frequency trading alter commodity prices? Nicolas Maystre David Bicchetti 5 Apr 2012 Energy International Finance
VoxEU Column Risk-adjusted forecasts of oil prices Massimiliano Pisani Patrizio Pagano 21 May 2010 Energy
Discussion paper DP7513 Macro-Hedging for Commodity Exporters Olivier Jeanne Eduardo Borensztein Damiano Sandri 25 Oct 2009 International Macroeconomics C61 E21 F30 F40 G13
Discussion paper DP7327 Limits to Arbitrage and Hedging: Evidence from Commodity Markets Viral Acharya Lars Lochstoer 14 Jun 2009 Financial Economics G12 G13
Discussion paper DP5676 Interpreting Prediction Market Prices as Probabilities Justin Wolfers Eric Zitzewitz 10 May 2006 Financial Economics Labour Economics Public Economics D4 D8 G13
Discussion paper DP5578 Prediction Markets in Theory and Practice Justin Wolfers Eric Zitzewitz 24 Mar 2006 Financial Economics Labour Economics Public Economics C53 D8 G14
Discussion paper DP1823 Extracting Expectations about 1992 UK Monetary Policy from Option Prices Paul Söderlind 31 Mar 1998 International Macroeconomics E43 E52 G13
Discussion paper DP1537 Manipulation of Metals Futures: Lessons from Sumitomo Christopher L. Gilbert 31 Jan 1997 Financial Economics G13 G18 K22
