This study compares first generation, ie long-only passive, commodity indices based on
financial diversification criteria, such as equal weight, equal risk contribution and global …

This article extends the study of the financialization of commodities (Rouwenhorst and Tang
[Annu. Rev. Financ. Econ., 2012, 4, 447–467]) by considering an investment in the term …

This paper analyses the possibility of speculative trader behavior in natural gas markets. We
find that change in positions held by money managers (pure speculators) lead changes in …