Geetesh Bhardwaj

SummerHaven Investment Management

Director

Soundview Plaza,

1266 East Main Street

Stamford, CT 06902

United States

SCHOLARLY PAPERS

15

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Rank 5,180

SSRN RANKINGS

Top 5,180

in Total Papers Downloads

10,565

SSRN CITATIONS
Rank 4,329

SSRN RANKINGS

Top 4,329

in Total Papers Citations

207

CROSSREF CITATIONS

107

Scholarly Papers (15)

Facts and Fantasies About Commodity Futures Ten Years Later

Number of pages: 31 Posted: 27 May 2015
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 4,098 (2,996)
Citation 26

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Futures Trading, Contango, Backwardation, Basis, Speculators, Hedgers, Risk Premium, Financialization, Time-varying Correlations

Facts and Fantasies About Commodity Futures Ten Years Later

Number of pages: 31 Posted: 08 Jun 2015
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 48 (503,098)
Citation 66

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Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Yale ICF Working Paper No. 08-21
Number of pages: 42 Posted: 08 Oct 2008 Last Revised: 17 Aug 2013
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 3,861 (3,302)
Citation 8

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Commodity Trading Advisors, CTA, Hedge Funds, Performance Measurement

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Number of pages: 37 Posted: 23 Oct 2008 Last Revised: 01 Dec 2021
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 87 (367,907)
Citation 2

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3.

The Commodity Futures Risk Premium: 1871–2018

Number of pages: 47 Posted: 20 Sep 2019 Last Revised: 01 Oct 2019
SummerHaven Investment Management, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads 1,057 (26,737)
Citation 2

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Commodity Futures, Commodity Risk Premium, Survival, Contract Failure, Momentum, Backwardation, Commodity Factors, Long-term data

4.

Investment Case for Commodities? Myths and Reality

Vanguard Research, March 2010
Number of pages: 24 Posted: 08 Feb 2012
Geetesh Bhardwaj
SummerHaven Investment Management
Downloads 490 (74,484)

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The Business Cycle and the Correlation Between Stocks and Commodities

Number of pages: 25 Posted: 16 Feb 2012 Last Revised: 10 May 2013
Geetesh Bhardwaj and Adam Dunsby
SummerHaven Investment Management and affiliation not provided to SSRN
Downloads 300 (129,453)
Citation 4

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Stock-Commodities correlation, Business cycle

The Business Cycle and the Correlation between Stocks and Commodities

Journal of Investment Consulting, Vol. 14, No. 2, 14-25, 2013
Number of pages: 14 Posted: 23 Dec 2013
Geetesh Bhardwaj and Adam Dunsby
SummerHaven Investment Management and affiliation not provided to SSRN
Downloads 188 (204,830)

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business cycle, stock-commodity correlation

6.

A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects

Nonlinear Time Series Analysis of Business Cycles, Forthcoming
Number of pages: 29 Posted: 28 Feb 2007 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Norman R. Swanson and Norman R. Swanson
SummerHaven Investment Management and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 137 (266,927)

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fractional integration, long memory, parameter estimation error, stock returns, long

7.

The First Commodity Futures Index of 1933

Number of pages: 23 Posted: 20 Sep 2019 Last Revised: 25 Jun 2021
SummerHaven Investment Management, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads 113 (307,495)
Citation 1

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Commodity Futures, Risk Premium, Indexation, Index Investing, Survivorship, Backtesting

8.

A Simulation Based Specification Test for Diffusion Processes

Journal of Business and Economic Statistics, Vol. 26, No. 2, pp. 176-193
Number of pages: 32 Posted: 04 Oct 2005 Last Revised: 11 Sep 2008
SummerHaven Investment Management, Queen Mary, University of London and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 108 (317,270)

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Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility

9.

Investor Interest and the Returns to Commodity Investing

Forthcoming, Journal of Portfolio Management
Number of pages: 20 Posted: 14 Oct 2019
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 77 (392,038)
Citation 3

Abstract:

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Commidity Futures, Index investing, Hedgers, Speculators

10.

Credit Scoring and Loan Default

International Review of Finance, Vol. 15, Issue 2, pp. 139-167, 2015
Number of pages: 29 Posted: 03 Jun 2015
Rajdeep Sengupta and Geetesh Bhardwaj
Federal Reserve Bank of Kansas City and SummerHaven Investment Management
Downloads 1 (801,963)
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11.

How Many Commodity Sectors Are There, and How Do They Behave?

Posted: 21 May 2019
Geetesh Bhardwaj and Adam Dunsby
SummerHaven Investment Management and affiliation not provided to SSRN
Downloads 0 (819,276)
Citation 1

Abstract:

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Commodity futures, Factor analysis, Business cycle, Tail events

12.

Subprime Mortgage Design

Journal of Banking and Finance, Vol. 36, No. 5, 2012
Posted: 29 Oct 2008 Last Revised: 30 Jul 2013
Geetesh Bhardwaj and Rajdeep Sengupta
SummerHaven Investment Management and Federal Reserve Bank of Kansas City

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mortgages, subprime, refinance, prepayment, crisis

13.

Consumption Pattern, Trade and Greenhouse Gas Leakage in India

Environment and development Economics Vol. 9, No. 3
Posted: 26 Aug 2008
Ramprasad Sengupta and Geetesh Bhardwaj
Jawaharlal Nehru University - Centre for Economic Studies and Planning (CESP) and SummerHaven Investment Management

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Greenhouse effect, Trade, Input-output, ecofriendly consumption pattern

14.

Comparing the Cost Effectiveness of Market-Based Policy Instruments versus Regulation: The Case of Emission Trading in an Integrated Steel Plant in India

Environment and Development Economics Environment and Development Economics, Vol. 9, Iss. 1
Posted: 26 Aug 2008
Rita Pandey and Geetesh Bhardwaj
National Institute of Public Finance and Policy and SummerHaven Investment Management

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emission trading, market-based instruments, Cost-effective policies

15.

An Empirical Investigation of the Usefulness of Arfima Models for Predicting Macroeconomic and Financial Time Series

Journal of Econometrics, Vol. 131, No. 1-2, pp. 539-578
Posted: 17 Sep 2004 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Norman R. Swanson and Norman R. Swanson
SummerHaven Investment Management and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics

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fractional integration, long memory, parameter estimation error, stock returns, long horizon prediction