Dwight R. Sanders

Southern Illinois University - Agribusiness Economics

Carbondale, IL 62901-4515

United States

SCHOLARLY PAPERS

12

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2,626

SSRN CITATIONS
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SSRN RANKINGS

Top 16,924

in Total Papers Citations

45

CROSSREF CITATIONS

20

Scholarly Papers (12)

1.

Noise Traders, Market Sentiment, and Futures Price Behavior

OFOR-97-02
Number of pages: 39 Posted: 07 Nov 1997
Dwight R. Sanders, Scott H. Irwin and Raymond M. Leuthold
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and University of Illinois @ Urbana-Champaign
Downloads 910 (33,122)
Citation 9

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The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?

Number of pages: 38 Posted: 20 Jun 2008
Dwight R. Sanders, Scott H. Irwin and Robert P. Merrin
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and Universidad de Cantabria
Downloads 528 (67,216)
Citation 31

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Commitments of Traders, index funds, commodity futures markets

The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?

Applied Economic Perspectives and Policy, Vol. 32, No. 1, pp. 77-94, 2010
Posted: 22 Feb 2010
Dwight R. Sanders, Scott H. Irwin and Robert P. Merrin
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign and Universidad de Cantabria

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Commitment of Traders, index funds, commodity futures markets, G13, Q11, Q13

3.

Noise Trader Demand in Futures Market

OFOR Working Paper 96-02
Number of pages: 32 Posted: 17 Oct 1996
Dwight R. Sanders
Southern Illinois University - Agribusiness Economics
Downloads 510 (70,971)
Citation 4

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4.

The Financialization of Commodity Futures Markets or: How I Learned to Stop Worrying and Love the Index Funds

Number of pages: 53 Posted: 30 Oct 2010
Scott H. Irwin and Dwight R. Sanders
University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 423 (88,768)
Citation 30

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Index Funds, Commodity, Futures Markets, Prices, Speculation, Bubble

5.

The Forecasting Value of New Crop Futures: A Decision-Making Framework

University of Illinois, Office for Futures and Options Research Working Paper No. 98-05
Number of pages: 22 Posted: 28 Sep 1998
Dwight R. Sanders, Philip Garcia and Raymond M. Leuthold
Southern Illinois University - Agribusiness Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois @ Urbana-Champaign
Downloads 115 (303,769)
Citation 1

Abstract:

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6.

Sunshine vs. Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing

Number of pages: 50 Posted: 03 Dec 2020
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 78 (389,261)

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commodity futures, financialization, index, order flow, rebalancing

7.

Is the Supply Curve for Commodity Futures Contracts Upward Sloping?

Number of pages: 58 Posted: 16 Apr 2019
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics
Downloads 62 (440,275)
Citation 1

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commodity futures, index, limits to arbitrage, order flow, rebalancing

8.

Mapping Algorithms, Agricultural Futures, and the Relationship Between Commodity Investment Flows and Crude Oil Futures Prices

Energy Economics, Vol. 72:486-504, 2018
Posted: 25 Apr 2019 Last Revised: 06 May 2020
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Yale University, University of Illinois at Urbana-Champaign and Southern Illinois University - Agribusiness Economics

Abstract:

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Commodity futures, Crude oil, Index investment, Mapping algorithm

Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures

American Journal of Agricultural Economics, Vol. 87, Issue 3, pp. 610-620, 2005
Number of pages: 11 Posted: 21 Apr 2020
Dwight R. Sanders and Mark R. Manfredo
Southern Illinois University - Agribusiness Economics and affiliation not provided to SSRN
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forecast encompassing, milk futures, pricing efficiency

Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures

American Journal of Agricultural Economics, Vol. 87, No. 3, pp. 610-620, August 2005
Posted: 20 Dec 2005
Dwight R. Sanders and Mark R. Manfredo
Southern Illinois University - Agribusiness Economics and Arizona State University - Morrison School of Agribusiness and Resource Management

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forecast encompassing, milk futures, pricing efficiency

10.
Downloads 0 (819,352)

Pricing Weather Derivatives

American Journal of Agricultural Economics, Vol. 86, Issue 4, pp. 1005-1017, 2004
Number of pages: 13 Posted: 21 Apr 2020
Timothy J. Richards, Mark R. Manfredo and Dwight R. Sanders
Arizona State University W. P. Carey School of Business, affiliation not provided to SSRN and Southern Illinois University - Agribusiness Economics
Downloads 0
Citation 3
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derivative, jump‐diffusion process, mean reversion, volatility, weather

Pricing Weather Derivatives

Posted: 08 Oct 2004
Timothy J. Richards, Mark R. Manfredo and Dwight R. Sanders
Arizona State University W. P. Carey School of Business, Arizona State University - Morrison School of Agribusiness and Resource Management and Southern Illinois University - Agribusiness Economics

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11.

Overreaction in the Futures-Implied Petroleum Refining Margin?

OFOR Working Paper No 94-07
Posted: 10 Sep 1999
Dwight R. Sanders
Southern Illinois University - Agribusiness Economics

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12.

Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?

OFOR Working Paper No. 94-11
Posted: 01 Sep 1999
Philip Garcia and Dwight R. Sanders
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Southern Illinois University - Agribusiness Economics

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