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2022Energies: Vol. 15, Issue 12Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of HeterogeneityYanhong Feng, Xiaolei Wang, Shuanglian Chen, Yanqiong Liuhttp://dx.doi.org/10.3390/en15124294
2022Agriculture: Vol. 12, Issue 5Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the PandemicAlgirdas Justinas Staugaitis, Bernardas Vaznonishttp://dx.doi.org/10.3390/agriculture12050623
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 Luohttp://dx.doi.org/10.1016/j.irfa.2022.102286
2022Energy: Vol. 241Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regressionJihong Xiao, Yudong Wanghttp://dx.doi.org/10.1016/j.energy.2021.122517
2022Agriculture: Vol. 12, Issue 11Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food SecurityAlgirdas Justinas Staugaitis, Bernardas Vaznonishttp://dx.doi.org/10.3390/agriculture12111892
2022Sustainability: Vol. 14, Issue 15The Pricing Mechanism Analysis of China’s Natural Gas Supply Chain under the “Dual Carbon” Target Based on the Perspective of Game TheoryCheng Che, Xin Geng, Huixian Zheng, Yi Chen, Xiaoguang Zhanghttp://dx.doi.org/10.3390/su14159510
2022Journal of Behavioral FinanceSpeculation, Cross-Market Sentiment and the Predictability of Gold Market VolatilityZibo Niu, Riza Demirer, Muhammad Tahir Suleman, Hongwei Zhanghttp://dx.doi.org/10.1080/15427560.2022.2109639
2021Resources Policy: Vol. 74Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatilityFarrukh Shahzad, Elie Bouri, Khaled Mokni, Ahdi Noomen Ajmihttp://dx.doi.org/10.1016/j.resourpol.2021.102298
2021Journal of Futures Markets: Vol. 41, Issue 6Time‐varying dynamics of expected shortfall in commodity futures marketsJulia S. Mehlitz, Benjamin R. Auerhttp://dx.doi.org/10.1002/fut.22196
2021Journal of Futures Markets: Vol. 41, Issue 2Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896Martin T. Bohl, Alexander Pütz, Pierre L. Siklos, Christoph Sulewskihttp://dx.doi.org/10.1002/fut.22172
2021The World Economy: Vol. 44, Issue 4Fast & furious: Do psychological and legal factors affect commodity price volatility?Bernardina Algierihttp://dx.doi.org/10.1111/twec.13023
2021Production and Operations Management: Vol. 30, Issue 12Observations on “Risk Transmission Across Supply Chains”Derek W. Bunnhttp://dx.doi.org/10.1111/poms.13524
2021European Review of Agricultural Economics: Vol. 48, Issue 4Extreme price moves: an INGARCH approach to model coexceedances in commodity marketsBernardina Algieri, Arturo Leccaditohttp://dx.doi.org/10.1093/erae/jbaa030
2020Journal of Futures Markets: Vol. 40, Issue 1Return dynamics during periods of high speculation in a thinly traded commodity marketMartin T. Bohl, Martin Stefanhttp://dx.doi.org/10.1002/fut.22063
2020Finance Research Letters: Vol. 36The impact of China's macroeconomic determinants on commodity pricesTianding Zhang, Tianwen Du, Jie Lihttp://dx.doi.org/10.1016/j.frl.2019.101323
2019Journal of Commodity Markets: Vol. 13Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values testBernardina Algieri, Arturo Leccaditohttp://dx.doi.org/10.1016/j.jcomm.2018.05.008
2019Journal of Commodity Markets: Vol. 16The impact of long-short speculators on the volatility of agricultural commodity futures pricesMartin T. Bohl, Christoph Sulewskihttp://dx.doi.org/10.1016/j.jcomm.2019.01.001
2019Resources Policy: Vol. 61Speculation and its impact on liquidity in commodity marketsMichael Ludwighttp://dx.doi.org/10.1016/j.resourpol.2018.05.005
2019Research in International Business and Finance: Vol. 47Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity indexJose M. Fernandez-Diaz, Bruce Morleyhttp://dx.doi.org/10.1016/j.ribaf.2018.07.009
2019The European Journal of Finance: Vol. 25, Issue 17Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specificationsEsther B. Del Brio, Andrés Mora-Valencia, Javier Perotehttp://dx.doi.org/10.1080/1351847X.2018.1559213
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2018Journal of Mathematical Finance: Vol. 08, Issue 02Limit Theory of Model Order Change-Point Estimator for GARCH ModelsIrene W. Irungu, Peter N. Mwita, Antony G. Waitituhttp://dx.doi.org/10.4236/jmf.2018.82027
2018Journal of Mathematical Finance: Vol. 08, Issue 02Consistency of the Model Order Change-Point Estimator for GARCH ModelsIrene W. Irungu, Peter N. Mwita, Antony G. Waitituhttp://dx.doi.org/10.4236/jmf.2018.82018
2017Journal of Agricultural Economics: Vol. 68, Issue 3Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH ApproachAna I. Sanjuán-López, Philip J. Dawsonhttp://dx.doi.org/10.1111/1477-9552.12216
2017Energy Economics: Vol. 62Assessing contagion risk from energy and non-energy commodity marketsBernardina Algieri, Arturo Leccaditohttp://dx.doi.org/10.1016/j.eneco.2017.01.006
2017Journal of Futures Markets: Vol. 37, Issue 10The effects of investor attention on commodity futures marketsLiyan Han, Ziying Li, Libo Yinhttp://dx.doi.org/10.1002/fut.21853
2017Agricultural Economics: Vol. 48, Issue 1Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor-augmented VAR analysesMd Rafayet Alam, Scott Gilberthttp://dx.doi.org/10.1111/agec.12291
2017American Journal of Agricultural Economics: Vol. 99, Issue 1The Financialization of Food?Valentina G. Bruno, Bahattin Büyükşahin, Michel A. Robehttp://dx.doi.org/10.1093/ajae/aaw059
2016Journal of Futures Markets: Vol. 36, Issue 4Fundamentals, Derivatives Market Information and Oil Price VolatilityMichel A. Robe, Jonathan Wallenhttp://dx.doi.org/10.1002/fut.21732
2016Energy Economics: Vol. 53Modelling futures price volatility in energy markets: Is there a role for financial speculation?Matteo Manera, Marcella Nicolini, Ilaria Vignatihttp://dx.doi.org/10.1016/j.eneco.2014.07.001
2015SSRN Electronic JournalThe Financialization of Food?Valentina Bruno, Bahattin Buyuksahin, Michel A. Robehttp://dx.doi.org/10.2139/ssrn.2323064
2015SSRN Electronic JournalBig Fish: Oil Markets and SpeculationAlessandro Cologni, Elisa Scarpa, Francesco Giuseppe Sitziahttp://dx.doi.org/10.2139/ssrn.2615868
2015International Review of Economics & Finance: Vol. 39Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approachSławomir Śmiech, Monika Papież, Marek A. Dąbrowskihttp://dx.doi.org/10.1016/j.iref.2015.07.012
2015Journal of Natural Gas Science and Engineering: Vol. 24Performance of generated moving average strategies in natural gas futures prices at different time scalesXiaojia Liu, Haizhong An, Lijun Wanghttp://dx.doi.org/10.1016/j.jngse.2015.03.031

 

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