Testing the Masters Hypothesis in commodity futures markets

Energy Economics

Volumn 34, Issue 1, 2012, Pages 256-269

  Irwin, Scott H ^a   Sanders, Dwight R ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Commodity; Futures market; Index funds; Michael Masters; Price

Indexed keywords

COMMODITY; FUTURES MARKET; INDEX FUNDS; MICHAEL MASTERS; PRICE;

CRUDE OIL; INVESTMENTS;

COMMERCE;

AGRICULTURAL MARKET; COMMODITY MARKET; CRUDE OIL; EMPIRICAL ANALYSIS; ENERGY MARKET; GRANGER CAUSALITY TEST; INVESTMENT; NATURAL GAS; PRICE DYNAMICS; REGRESSION ANALYSIS;

EID: 84856027301     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.10.008     Document Type: Article

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