Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets

Keyphrases

• Agricultural Futures Markets 100%
• Commodity Index Traders 100%
• Traders 100%
• Risk Premium 100%
• Return Premium 100%
• Futures Position 50%
• Position Data 50%
• Trading Profits 50%
• Natural Experiment 50%
• Large Traders 50%
• Positive Risk 50%
• Price Trends 50%
• Agricultural Futures 50%
• Aggregate Loss 50%
• Theory of Normal Backwardation 50%

Economics, Econometrics and Finance

• Risk Premium 100%
• Commodity Market 50%
• Price 50%