NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Effects of Index-Fund Investing on Commodity Futures Prices

James D. Hamilton, Jing Cynthia Wu

NBER Working Paper No. 19892
Issued in February 2014

---- Acknowledgements -----

Financial Support from the University of Chicago Booth School of Business is gratefully acknowledged. We thank Jesus Fernandez-Villaverde, Scott Irwin, Lutz Kilian, and anonymous referees for helpful comments on an earlier draft of this paper. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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