Oxford Index Browse

You are looking at 1-1 of 1 items for:

Social Sciences x Financial Institutions and Services x Energy Economics x clear all

Show only full text

Refine by type

Refine by product


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...

Go to »  full text