Ke Tang and Wei Xiong The authors found that, concurrent with the rapidly growing index investment in commodity markets since the early 2000s, prices of non-energy commodity futures in the United States have become increasingly cor-related with oil prices; this trend has been significantly more pronounced for commodities in two popular

2023年6月1日 · In this study, we examine whether the key findings in Tang and Xiong (2012) hold in the more recent sample years after their publication. We also explore the impact of financialization on different aspects of commodity futures markets in more detail.

Proceedings of the 43rd international ACM SIGIR conference on research and … Proceedings of the 27th ACM SIGKDD conference on knowledge discovery & data … Proceedings of the IEEE/CVF Conference on...

This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly …

2018年12月28日 · Our analysis focused on a salient empirical pattern of greatly increased price comovements between various commodities after 2004, when significant index investment started to flow into commodity markets.

2012年11月16日 · The authors found that, concurrent with the rapidly growing index investment in commodity markets since the early 2000s, prices of non-energy commodity futures in the United States have become increasingly correlated with oil prices; this trend has been significantly more pronounced for commodities in two popular commodity indices.

2022年1月7日 · The main purpose of this paper is to uncover similarities among the economy of selected countries based on the association between their national stock markets and crude …

Wei Xiong (2023), Derisking Real Estate in China’s Hybrid Economy, The Arc of the Chinese Economy, edited by Hanming Fang and Marshall Meyer. Summary on VoxChina 46.

Guaranteeing complete salt rejection by channeling saline water through fluidic photothermal structure toward synergistic zero energy clean water production and in situ energy … L Yang, DK...