Change theme
Change theme

Financialization of Commodity Markets

NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.

The Financialization of Commodities

Session Chair: Michael Ehrmann

The Stock Market Price of Commodity Risk

Presentation: Martijn Boons, Frans de Roon and Marta Szymanowska

Causes and Implications of Shifts in Financial Participation in Commodity Markets

Presentation: Bassam Fattouh and Lavan Mahadeva

Inter-linkages between Physical and Financial Markets

Session Chair: Ron Alquist

The Informational Role of Spot Prices and Inventories

Presentation: Thomas Lee, James Smith, and Rex Thompson

Does Paper Oil Matter?

Presentation: Bahattin Buyuksahin and Michel Robe

Impact of the Dodd-Frank Act on Commodity Futures and Swaps Markets

Presentation: Commissioner Scott O’Malia

Index-Investment and Commodity Prices

Session Chair: Bahattin Buyuksahin

Effects of Index-Fund Investing on Commodity Futures Prices

Presentation: James Hamilton and Jing Cynthia Wu

Energy Futures Prices and Commodity Index Investment: New Evidence from Firm-Level Position Data

Presentation: Scott Irwin and Dwight Sanders

Speculation in Commodity Markets

Session Chair: Mark Kruger

The Role of Speculation in Oil Markets: What Have we Learned so Far?

Presentation: Lutz Kilian, Bassam Fattouh and Lavan Mahadeva

The Financialization of Commodity Markets

Presentation: Wei Xiong and Ing-Haw Cheng

Content Type(s): Conferences and workshops