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Determinants of Trader Profits in Commodity Futures Markets

Michaël Dewally, Louis H. Ederington and Chitru S. Fernando.

in The Review of Financial Studies

October 2013; p ublished online August 2013 .

Journal Article. Subjects: Economics; Financial Regulation; Energy Economics. 17037 words.

Using proprietary energy futures position data, we provide evidence that mean hedger profits are negative whereas speculator (especially hedge fund) profits are positive, that traders...