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2022International Journal of Finance & EconomicsInvestment opportunities in the energy market: What can be learnt from different energy sectorsGazi Salah Uddin, Maziar Sahamkhadam, Muhammad Yahya, Ou Tang
2022International Journal of Finance & EconomicsLong‐short speculator sentiment in agricultural commodity marketsOliver Borgards, Robert L. Czudaj
2022Energies: Vol. 15, Issue 12Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of HeterogeneityYanhong Feng, Xiaolei Wang, Shuanglian Chen, Yanqiong Liu
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 Vaznonis
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
2022Energy: Vol. 241Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regressionJihong Xiao, Yudong Wang
2022Agriculture: Vol. 12, Issue 11Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food SecurityAlgirdas Justinas Staugaitis, Bernardas Vaznonis
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 Zhang
2022Journal of Behavioral FinanceSpeculation, Cross-Market Sentiment and the Predictability of Gold Market VolatilityZibo Niu, Riza Demirer, Muhammad Tahir Suleman, Hongwei Zhang
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 Ajmi
2021Journal of Futures Markets: Vol. 41, Issue 6Time‐varying dynamics of expected shortfall in commodity futures marketsJulia S. Mehlitz, Benjamin R. Auer
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 Sulewski
2021The World Economy: Vol. 44, Issue 4Fast & furious: Do psychological and legal factors affect commodity price volatility?Bernardina Algieri
2021Production and Operations Management: Vol. 30, Issue 12Observations on “Risk Transmission Across Supply Chains”Derek W. Bunn
2021European Review of Agricultural Economics: Vol. 48, Issue 4Extreme price moves: an INGARCH approach to model coexceedances in commodity marketsBernardina Algieri, Arturo Leccadito
2020Journal of Futures Markets: Vol. 40, Issue 1Return dynamics during periods of high speculation in a thinly traded commodity marketMartin T. Bohl, Martin Stefan
2020Finance Research Letters: Vol. 36The impact of China's macroeconomic determinants on commodity pricesTianding Zhang, Tianwen Du, Jie Li
2019Journal of Commodity Markets: Vol. 13Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values testBernardina Algieri, Arturo Leccadito
2019Journal of Commodity Markets: Vol. 16The impact of long-short speculators on the volatility of agricultural commodity futures pricesMartin T. Bohl, Christoph Sulewski
2019Resources Policy: Vol. 61Speculation and its impact on liquidity in commodity marketsMichael Ludwig
2019Research in International Business and Finance: Vol. 47Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity indexJose M. Fernandez-Diaz, Bruce Morley
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 Perote
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. Linn
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linn
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. Waititu
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. Waititu
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. Dawson
2017Energy Economics: Vol. 62Assessing contagion risk from energy and non-energy commodity marketsBernardina Algieri, Arturo Leccadito
2017Journal of Futures Markets: Vol. 37, Issue 10The effects of investor attention on commodity futures marketsLiyan Han, Ziying Li, Libo Yin
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 Gilbert
2017American Journal of Agricultural Economics: Vol. 99, Issue 1The Financialization of Food?Valentina G. Bruno, Bahattin Büyükşahin, Michel A. Robe
2016Journal of Futures Markets: Vol. 36, Issue 4Fundamentals, Derivatives Market Information and Oil Price VolatilityMichel A. Robe, Jonathan Wallen
2016Energy Economics: Vol. 53Modelling futures price volatility in energy markets: Is there a role for financial speculation?Matteo Manera, Marcella Nicolini, Ilaria Vignati
2015SSRN Electronic JournalThe Financialization of Food?Valentina Bruno, Bahattin Buyuksahin, Michel A. Robe
2015SSRN Electronic JournalBig Fish: Oil Markets and SpeculationAlessandro Cologni, Elisa Scarpa, Francesco Giuseppe Sitzia
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. Dąbrowski
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 Wang


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