Do Extreme CIT Position Changes Move Prices in Grain Futures Markets?

Keyphrases

• Futures Markets 100%
• Grain Futures 100%
• Trader Positions 100%
• Index Investment 100%
• Position Change 100%
• Index Traders 100%
• Significant Relationship 50%
• Agricultural Futures Markets 50%
• Commodity Prices 50%
• Index Trading 50%
• Agricultural Futures Prices 50%
• Trading Activity 50%
• Investment Activity 50%
• Financial Indices 50%
• Cross-quantilogram 50%
• Linear Granger Causality Test 50%
• Extreme Indices 50%

Economics, Econometrics and Finance

• Causality Analysis 100%