Have Exchange Traded Funds Influenced Commodity Market Volatility
Explore this paper's citation graph
- Type
- preprint
- Published
- 2014-04-01
- Cited by
- 18
- References
- 36
- Access
- Open access
- OpenAlex
- https://openalex.org/W1811918573
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:55849360
Keywords
Volatility (finance), Business, Monetary economics, Financial economics, Commodity market
References
- Leveraged ETFs: The Trojan Horse Has Passed the Margin-Rule Gates
- The Dynamics of Leveraged and Inverse-Exchange Traded Funds
- Exchange Traded Fund Flows
- Japan and Hong Kong Exchange-Traded Funds (ETFs): Discounts, Returns, and Trading Strategies
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Informational Externalities and Welfare-Reducing Speculation
- Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
- The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
- Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH
- How Effective Is Arbitrage of Foreign Stocks? The Case of the Malaysia Exchange‐Traded Fund
- The impact of index options on the underlying stocks: The evidence from the listing of Nikkei Stock Average options☆
- Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002
- Inverse and Leveraged ETFs: Not Your Father’s ETF
- Country-specific ETFs: An efficient approach to global asset allocation
- Volatility Forecasting With Range-Based EGARCH Models
- The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange
- Performance comparison between exchange-traded funds and closed-end country funds
- Does options trading lead to greater cash market volatility
- Index Investment and the Financialization of Commodities
- Active vs. Passive Management: New Evidence from Exchange Traded Funds
Cited by
- Performance of New Zealand Exchange Traded Funds
- APARICIÓN Y CRECIMIENTO DE LOS ETF EN ESPAÑA Una interesante inversión alternativa poco conocida en tiempos de crisis
- Country ETF returns and volatility spillovers in emerging stock markets, Europe and USA
- The Effects of the Chinese Stock Crisis on the U.S.Exchange-Traded Funds Market
- Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)
- (Equities, Sectors, Currencies, Bonds, Commodities and Stocks)
- Price Discovery and Volatility Spillover Effects: The Agricultural ETPS and Their Underlying Commodities
- Evaluating the tracking performance and tracking error of New Zealand exchange traded funds
- Performance Evaluation of Exchange Traded Funds in India
- Effects of commodity exchange-traded note introductions: Adjustment for seasonality
- ETFs and Systemic Risks
- FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS
- Building Knowledge in the Oil Market
- Trading commodity ETFs: Price behavior, investment insights, and performance analysis
- Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
- Return and Volatility Spillover Effects in Exchange Traded Funds (ETFs): A Cross-country Analysis
- Unpacking Alpha in Innovation-Driven ETFs: A Comparative Study of Artificial Intelligence and Blockchain Funds
- Exchange-Traded Funds: Concepts and Contexts
Related papers
- Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target
- Time-varying volatility, precautionary saving and monetary policy
- Time-varying volatility, precautionary saving and monetary policy
- Dynamic effects of monetary policy shocks on macroeconomic volatility
- Exchange rate volatility and domestic investment in G7: are the effects asymmetric?
- Fiscal Policy and Regional Inflation in a Currency Union
- Fiscal policy and regional inflation in a currency union
- Can Price-Level Targeting Reduce Exchange Rate Volatility?
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy