The Impact of Index and Swap Funds on Commodity Futures Markets: Preliminary Results

Organisation for Economic Co-operation and Development2026-04-11 收录

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This preliminary study examines the impact of index and swap fund participation in agricultural and energy commodity futures markets. Based on new data and empirical analysis the study finds that index funds did not cause a bubble in agricultural futures prices. Using Granger causality methods the study finds no statistically significant...