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A feedback model for the financialization of commodity markets
Patrick Chan
,
Ronnie Sircar
, Michael V. Stein
Operations Research & Financial Engineering
Bendheim Center for Finance
Research output
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Contribution to journal
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Article
›
peer-review
1
Scopus citations
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Keyphrases
Feedback Model
100%
Commodity Market Financialization
100%
Traders
50%
Utility Maximizing
50%
Linear PDE
50%
Financial Markets
50%
Volatility
50%
Correlation Effects
50%
Short Position
50%
Commodity Prices
50%
Risky Assets
50%
Traditional Economics
50%
Economic Demand
50%
Commodity Index Funds
50%
Economics, Econometrics and Finance
Financialization
100%
Commodity Market
100%
Volatility
50%
Financial Market
50%
Investors
50%