EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
James D. Hamilton; Jing Cynthia Wu · 2015 · International Economic Review
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
We develop a simple model of futures arbitrage that implies that if purchases by commodity index funds influence futures prices, then the notional positions of the index investors should help predict excess returns in these contracts. We…
Excerpt shown for reference under fair use — read the full paper at the publisher.
Hosted by the publisher — may require access.
About to run something similar?
Run an AI Precheck on your own design to catch failure modes like this one before you spend the time. Your first desk check is free.
Related failures
The Oregon Experiment — Effects of Medicaid on Clinical Outcomes
Negative / Null Result ReportMicrocredit in Theory and Practice: Using Randomized Credit Scoring for Impact Evaluation
Negative / Null Result ReportThe Cost of Carbon: Capital Market Effects of the Proposed Emission Trading Scheme (ETS)
Negative / Null Result ReportPushing on a string: US monetary policy is less powerful in recessions ∗
Negative / Null Result ReportThe Evidence on Globalisation
Negative / Null Result ReportStatistical tests for power-law cross-correlated processes
WASTE indexes this work — it does not host or republish it. Failure-type classification is automated and approximate.
Metadata source: OpenAlex · DOI 10.1111/iere.12099