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Monetary policy uncertainty,positions of traders and changes in commodity futures prices |
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| Authors: | Nikolay Gospodinov Ibrahim Jamali |
| Institution: | 1. Financial Economist and Policy Adviser, Research Department, Federal Reserve Bank of Atlanta, Atlanta, GA 30309‐4470;2. Associate Professor, Department of Finance, Accounting and Managerial Economics, Olayan School of Business, American University of Beirut, Beirut 1107 2020, Lebanon |
| Abstract: | |
| Keywords: | commodity prices monetary policy uncertainty futures data Fama‐Macbeth regression asset pricing model futures basis positions of traders speculators |