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2024Commodities: Vol. 3, Issue 1Crude Oil Price Movements and Institutional TradersCelso Brunetti, Jeffrey H. Harris, Bahattin Büyükşahin
2024Mathematics: Vol. 12, Issue 3An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures TradingOscar V. De la Torre-Torres, José Álvarez-García, María de la Cruz del Río-Rama
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2023Energy Economics: Vol. 121A weekly structural VAR model of the US crude oil marketDaniele Valenti, Andrea Bastianin, Matteo Manera
2023The European Journal of Finance: Vol. 29, Issue 10Rebalancing effects of commodity indices on open interest, volume and pricesFlorian Schmid, Herbert Mayer, Markus Wanner, Andreas W. Rathgeber
2023Nature Climate Change: Vol. 13, Issue 1Financials threaten to undermine the functioning of emissions marketsSimon Quemin, Michael Pahle
2023International Journal of Political Economy: Vol. 52, Issue 2Betting on Black Gold: Oil Speculation and U.S. Inflation (2020–2022)Carlotta Breman, Servaas Storm
2023Computational EconomicsSpillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock MarketsWalid Mensi, Salem Adel Ziadat, Xuan Vinh Vo, Sang Hoon Kang
2022The Review of Financial Studies: Vol. 35, Issue 10Order Flows and Financial Investor Impacts in Commodity Futures MarketsMark J Ready, Robert C Ready, Philip Strahan
2022SSRN Electronic Journal A Weekly Structural VAR Model of the US Crude Oil MarketAndrea Bastianin, Matteo Manera, Daniele Valenti
2022International Review of Financial Analysis: Vol. 83Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gasJiaqi Guo, Shaobo Long, Weijie Luo
2022Research in International Business and Finance: Vol. 62Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaksShaobo Long, Jiaqi Guo
2022Energies: Vol. 15, Issue 12Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of HeterogeneityYanhong Feng, Xiaolei Wang, Shuanglian Chen, Yanqiong Liu
2021SSRN Electronic Journal Financials threaten to undermine the functioning of emissions marketsSimon Quemin, Michael Pahle
2021International Review of Financial Analysis: Vol. 78Do China's macro-financial factors determine the Shanghai crude oil futures market?Boqiang Lin, Tong Su
2021The Energy Journal: Vol. 42, Issue 6Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of OilAhmed Khalif, Massimiliano Caporin, Michele Costola, Shawkat Hammoudeh
2021Complexity: Vol. 2021Booms and Busts in the Oil Market: Identifying Speculative Bubbles Using a Continuous-Time Dynamic SystemKaizhi Yu, Yun Zhang, Shouwei Li
2021Journal of Commodity Markets: Vol. 22The impact of speculation on commodity prices: A Meta-Granger analysisThomas Wimmer, Jerome Geyer-Klingeberg, Marie Hütter, Florian Schmid, Andreas Rathgeber
2020Energy Economics: Vol. 91Interpreting the oil risk premium: Do oil price shocks matter?Daniele Valenti, Matteo Manera, Alessandro Sbuelz
2020Canadian Journal of Economics/Revue canadienne d'économique: Vol. 53, Issue 2World steel production: A new monthly indicator of global real economic activityFrancesco Ravazzolo, Joaquin Vespignani
2020International Journal of Financial Studies: Vol. 8, Issue 4Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC CountriesJosé Antonio Núñez-Mora, Eduardo Sánchez-Ruenes
2020Journal of Futures Markets: Vol. 40, Issue 1Return dynamics during periods of high speculation in a thinly traded commodity marketMartin T. Bohl, Martin Stefan
2020Research in International Business and Finance: Vol. 54Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countriesImed Chkir, Khaled Guesmi, Angham Ben Brayek, Kamel Naoui
2020Chaos, Solitons & Fractals: Vol. 137Taxonomy of commodities assets via complexity-entropy causality planeLeonardo H.S. Fernandes, Fernando H.A. Araújo
2019The Energy Journal: Vol. 40, Issue 2Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures MarketsNiaz Bashiri Behmiri, Matteo Manera, Marcella Nicolini
2019The Energy Journal: Vol. 40, Issue 2Informed Trading in the WTI Oil Futures MarketOlivier Rousse, Benoît Sévi
2019Energy Economics: Vol. 80On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysisXiaohang Ren, Zudi Lu, Cheng Cheng, Yukun Shi, Jian Shen
2019Finance Research Letters: Vol. 30Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approachLikun Lei, Yue Shang, Yongfei Chen, Yu Wei
2019Journal of Commodity Markets: Vol. 16The impact of long-short speculators on the volatility of agricultural commodity futures pricesMartin T. Bohl, Christoph Sulewski
2019SSRN Electronic Journal The Impact of Speculation on Commodity Prices: A Meta-Granger AnalysisThomas Wimmer, Jerome Geyer-Klingeberg, Marie Hütter, Florian Schmid, Andreas Rathgeber
2019Natural Hazards: Vol. 95, Issue 1-2Financial factors affecting oil price change and oil-stock interactions: a review and future perspectivesZhenhua Liu, Zhihua Ding, Tao Lv, Jy S. Wu, Wei Qiang
2019Journal of Systems Science and Complexity: Vol. 32, Issue 5Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil PricesXin Li, Xun Zhang, Shouyang Wang, Jian Ma
2018Journal of Money, Credit and Banking: Vol. 50, Issue 5Using Market Expectations to Test for Speculative Bubbles in the Crude Oil MarketEFTHYMIOS G. PAVLIDIS, IVAN PAYA, DAVID A. PEEL
2018Journal of Commodity Markets: Vol. 10An update on speculation and financialization in commodity marketsNaomi E. Boyd, Jeffrey H. Harris, Bingxin Li
2018Physica A: Statistical Mechanics and its Applications: Vol. 495The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysisGazi Salah Uddin, Stelios Bekiros, Ali Ahmed
2018SSRN Electronic Journal Interpreting the Oil Risk Premium: Do Oil Price Shocks Matter?Daniele Valenti, Matteo Manera, Alessandro Sbuelz
2017American Journal of Agricultural Economics: Vol. 99, Issue 1The Financialization of Food?Valentina G. Bruno, Bahattin Büyükşahin, Michel A. Robe
2017OPEC Energy Review: Vol. 41, Issue 1Distortionary effect of trading activity in NYMEX crude oil futures market: post crisisMohammad Amin Naderian, Afshin Javan
2017The Energy Journal: Vol. 38, Issue 2Fundamental and Financial Influences on the Co-movement of Oil and Gas PricesDerek Bunn, Julien Chevallier, Yannick Le Pen, Benoit Sevi
2017SSRN Electronic Journal Has Crude Oil Become a Financial Asset? Evidence from Ten Years of FinancializationZeno Adams, Maria Kartsakli
2016Energy Economics: Vol. 54Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?Istemi Berk, Jannes Rauch
2016Energy Economics: Vol. 53Modelling futures price volatility in energy markets: Is there a role for financial speculation?Matteo Manera, Marcella Nicolini, Ilaria Vignati
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvi
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvi
2016American Economic Journal: Macroeconomics: Vol. 8, Issue 2The Simple Economics of Commodity Price SpeculationChristopher R. Knittel, Robert S. Pindyck
2016Economics Letters: Vol. 144Does speculation impact what factors determine oil futures prices?Fabian Gogolin, Fearghal Kearney
2015SSRN Electronic JournalThe Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil MarketsAndreas Fritz, Michael Stein, Christoph Weber
2015Acta academica karviniensia: Vol. 15, Issue 1THE CHANGING COMMODITY MARKETS - WORK ON EU REGULATIONSJan Żelazny
2015International Review of Financial Analysis: Vol. 39Sentiment in oil marketsPeter Deeney, Mark Cummins, Michael Dowling, Adam Bermingham
2015SSRN Electronic JournalInnovations in the Crude Oil Market: Sentiment, Exploration and Production MethodsTommie Murphy, Stephen Kelly, Khurshid Ahmad
2015SSRN Electronic JournalThe Financialization of Food?Valentina Bruno, Bahattin Buyuksahin, Michel A. Robe
2013SSRN Electronic JournalEndogenous Shifts in OPEC Market Power: A Stackelberg Oligopoly with FringeDaniel Huppmann
2013SSRN Electronic JournalFutures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term SpeculationMatteo Manera, Marcella Nicolini, Ilaria Vignati
2013SSRN Electronic JournalNRGI: Building an Energy Sentiment IndexPeter Deeney, Mark Cummins, Michael M. Dowling, Adam Bermingham
2013The Energy Journal: Vol. 34, Issue 3The Role of Speculation in Oil Markets: What Have We Learned So Far?Bassam Fattouh, Lutz Kilian, Lavan Mahadeva
2013SSRN Electronic JournalEffects of Index-Fund Investing on Commodity Futures PricesJames D. Hamilton, Jing Cynthia Wu
2013SSRN Electronic JournalFutures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term SpeculationMatteo Manera, Marcella Nicolini, Ilaria Vignati
2013SSRN Electronic JournalFutures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term SpeculationMatteo Manera, Marcella Nicolini, Ilaria Vignati


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