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Below, you’ll find my writing organized by publication type and year. You can also visit my Google Scholar Profile here.
Below, you’ll find my writing organized by publication type and year. You can also visit my Google Scholar Profile here.
Research Papers
Research Papers
Do Commodity Traders Herd? Bahram Adrangi∗ and Arjun Chatrath University of Portland Abstract We test for herding using data on aggregate trader positions for four commodities over 20 years. We show that while the positions of commodity traders are highly related, the relatedness falls short of herding. The cross-commodity relatedness in trader positions is almost entirely explained by common demand and supply factors. Keywords: commodity comovement, herding, speculation
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