Concepedia

Commitment Of Traders Analysis

Commitment of Traders Analysis is a quantitative methodological framework in commodity market research that systematically examines positioning data from the Commodity Futures Trading Commission’s Commitment of Traders report to infer market sentiment and anticipate price movements by differentiating between commercial, non-commercial, and non-reportable trader positions.

12

Publications

766

Citations

16

Authors

16

Institutions

Publications per year

2017–2026

1

Variants

Cot Analysis

Parents

Publications

12

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

Dwight R. Sanders, Scott H. Irwin, Robert P. Merrin · Applied Economic Perspectives and Policy · 2010 · 217 citations · Full text

, , +17

Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports

Dwight R. Sanders, Keith Boris, Mark R. Manfredo · Energy Economics · 2004 · 168 citations

, , +16

Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports

Dwight R. Sanders · Energy Economics · 2004 · 111 citations

, , +16

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

Dwight R. Sanders, Scott H. Irwin, Robert P. Merrin · 2015 · 58 citations

, , +17

Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets

Dwight R. Sanders, Scott H. Irwin, Robert P. Merrin · Research Publications (Maastricht University) · 2009 · 57 citations · Full text

, , +17

1–5 of 12

Authors

16

  1. DR
    Dwight R. Sanders

    Southern Illinois University Carbondale, United States

    7 publications · 643 citations

    7

    h-index

  2. RP
    Robert P. Merrin

    Maastricht University, Netherlands

    5 publications · 364 citations

    5

    h-index

  3. SH
    Scott H. Irwin

    University of Illinois Urbana-Champaign, United States

    5 publications · 364 citations

    5

    h-index

  4. AC
    Arjun Chatrath

    University of Portland, United States

    2 publications · 57 citations

    2

    h-index

  5. BA
    Bahram Adrangi

    University of Portland, United States

    2 publications · 63 citations

    2

    h-index

1–5 of 16

Institutions

16

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    3 publications

    285 citations

  2. Maastricht University

    Maastricht, The Netherlands

    3 h-index

    3 publications

    284 citations

  3. University of Portland

    Portland, United States

    3 h-index

    5 publications

    155 citations

  4. Cleveland State University

    Cleveland, United States

    2 h-index

    2 publications

    57 citations

  5. Southern Illinois University Carbondale

    Carbondale, United States

    2 h-index

    2 publications

    279 citations

  6. Universidad de Cantabria

    Santander, Spain

    2 h-index

    2 publications

    68 citations

  7. Southern Illinois University System

    Carbondale, United States

    2 h-index

    2 publications

    68 citations

  8. SKEMA Business School

    Lille, France

    1 h-index

    1 publications

    10 citations

1–8 of 16

Venues

  1. Journal of Futures Markets

    2 publications · 50 citations

    2

    h-index

  2. Energy Economics

    2 publications · 279 citations

    2

    h-index

  3. SSRN Electronic Journal

    Repository · 2 publications · 20 citations

    2

    h-index

  4. AgEcon Search (University of Minnesota, USA)

    Repository · 1 publications · 22 citations

    1

    h-index

  5. Applied Financial Economics

    1 publications · 28 citations

    1

    h-index

1–5