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Showing 1 to 1 of 1 for “"DCOT data"”.
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Do prices drive commercial trader positions in grains and oilseeds markets?
… the Disaggregated Commitment of Traders Reports (DCOT) data can be used as a benchmark for examining hedging behavior. Second, we develop a Structural Vector Auto-Regressive Model (SVAR) to account for endogeneity issues in the analysis of the effects of futures prices and of the VIX on commercial …