There are numerous empirical studies on the impact of speculation on commodity futures
markets. The papers strongly differ in terms of the focus variable (eg price, volatility, spill …

Abstract This paper uses Meta-Granger analysis to explain and summarize the mixed results
in the literature on the impact of financial speculation on commodity prices. The sample …

We examine the forecasting problem in a data set of daily corn cash prices from seven
states: Iowa, Illinois, Indiana, Ohio, Minnesota, Nebraska, and Kansas. We assess thirty …

We use daily prices from individual futures contracts to test whether speculative bubbles
exist in 12 agricultural markets and to identify whether patterns of bubble behavior exist over …

Commodity‐equity return co‐movements rose dramatically during the Great Recession. This
development took place following what has been dubbed the “financialization” of commodity …

We use the momentum threshold autoregressive (MTAR) approach to test for speculative
bubbles in US corn, soybean and wheat prices. To approximate fundamental values of these …

This paper evaluates current food commodity trading from the Shariah point of view, which is
particularly relevant for the MENA region. It focuses on futures contracts as the main …

Purpose The purpose of this paper is to detect the existence of price bubbles and examine
the possible contributing factors that associate with price bubble occurrences in China …

The frequent price volatility in China's agricultural futures market has aroused concern about
price bubbles in the agricultural futures market. This paper analyzes the characteristics of …

In recent years, the futures markets for agricultural commodities have seen the emergence of
commodity index traders (CITs)(Irwin and Sanders [2012a]). These index funds seem to …