| 期刊論文| 1. | Fama, E. F.、French, K. R.(1987)。Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage。The Journal of Business，60(1)，55-73。   | | 2. | Gorton, G. B.、Rouwenhorst, K. G.(2005)。And Fantasies about Commodity Futures。Financial Analysts Journal，62，47-68。 | | 3. | Ng, V.、Pirrong, S. C.(1994)。Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices。Journal of Business，67(2)，203-330。 | | 4. | Erb, C. B.、Harvey, C. R.(2006)。The Strategic and Tactical Value of Commodity Futures。Financial Analyst Journal，62(2)，69-97。 | | 5. | Kaldor, Nicholas(1939)。Speculation and Economic Stability。The Review of Economic Studies，7(1)，1-27。 | | 6. | Fama, E. F.、French, K. R.(1988)。Business Cycles and the Behavior of Metals Prices。Journal of Finance，43(5)，1075-1093。 | | 7. | Bailey. W.、Chan, K.(1993)。Macroeconomic influences and the variability of the commodity futures basis。Journal of Finance，48(2)，555-573。 | | 8. | Kamara, A.(1982)。Issues in futures markets: a survey。Journal of Futures Markets，2(3)，261-294。 | | 9. | Keynes, J.(1923)。Some aspects or commodity markets。Manchester Guardian。 | | 10. | Hartzmark, M.(1987)。Returns to individual traders of futures: Aggregate results。The Journal of Political Economy，95(6)，1292-1306。 | | 11. | Loder(2010)。Exchange-traded commodities may lag behind stock ETFs。Businessweek。 | | 12. | Chang, E.(1985)。Returns to speculators and the theory of normal backwardation。Journal of Finance，40(1)，193-208。 | | 13. | Mififre, J.(2000)。Normal backwardation is normal。Journal of Futures Markets，20(9)，803-821。 | | 14. | Routledge, B.、Seppi, D.、Spatt, C.(2000)。Equilibrium forward curves commodities。The Journal of Finance，55(3)，1297-1338。 | | 15. | Stoll, H.、Whaley, R.(2010)。Commodity index investing and commodity futures prices。Journal of Applied Finance，20，7-46。 | | 16. | Tesler, L. G.(1958)。Futures trading and the storage of cotton and wheat。The Journal of Political Economy，66(3)，233-255。 | | 17. | Wang, C.(2003)。The behavior and performance of major types of futures traders。Journal of Futures Markets，1，1-31。 | | 18. | Working, H.(1949)。The theory of price of storage。The American Economic Review，39(6)，1254-1262。 | 研究報告| 1. | Hong, H. G.、Yogo, M.(2011)。What does futures market interest tell us about macroeconomy and asset prices?。 | | 2. | Irwin, S.、Sanders, D.(2010)。The impact of index and swap funds on commodity futures markets。 | | 3. | Irwin, S.、Sanders, D.(2010)。Testing the masters hypothesis in commodity futures markets。 | | 4. | Buyuksahin, B.、Haigh, M. S.、Harris, J. H.、Overdahl, J. A.、Robe, M. A.(2008)。Fundamentals, Trader Activity and Derivative Pricing。 | | 5. | Cochrane, J.(2002)。Stocks as money: Convenience yield and the tech-stock bubble。 | | 6. | Sanders, D.、Irwin, S.、Economics, A.(2010)。The impact of index funds on us grain futures prices。 | | 7. | Tang, K.、Xiong, W.(2010)。Index investing and the financialization of commodities。 | | 8. | Gorton, G.、Hayashi, R,、Rouwenhorst, K. G.(2007)。The fundamentals of commodity futures returns。 | | 9. | Harris, J.、Buyuksahin, B.(2009)。The role of speculators in the crude oil futures market。 | 學位論文| 1. | 許清雄(2007)。CRB與主要商品期貨指數之價格動態關聯性研究(碩士論文)。國立中興大學。 延伸查詢 | | 2. | 唐衍偉(2006)。商品期貨價差套利投資決策理論與應用研究。同濟大學。 延伸查詢 | 其他| 1. | CFTC(2009)。Commodity swap dealers and index traders with commission recommendations。 | | 2. | U.S PERMANENT(2009)。Excessive speculation in the wheat market。 | |