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the magnitude and composition of commodity futures trading. haigh, harris, overdahl, and robe ( ; henceforth, hhor) confirm this intuition, using proprietary data on trader positions in the world's largest-volume futures contract on a physical commodity – the new york mercantile exchange's wti sweet crude

oil futures. hhor show that this greater market participation by commodity swap dealers and hedge funds has been accompanied by a change in the relation between crude oil futures prices at different maturities and greater price efficiency. specifically, the prices of one-year and two-year futures have...

https://kipdf.com/commodities-and-equities-a-market-of-one_5b5a75cb097c47e73d8b466f.html

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