Cited By
2024Journal of Futures Markets: Vol. 44, Issue 2Hedging pressure and oil volatility: Insurance versus liquidity demandsChristina Sklibosios Nikitopoulos, Alice Carole Thomas, Jianxin Wang
2024Journal of Economic SurveysPrice effects of commodity financialization: Review of the evidenceMoses Mananyi Kupabado, Juergen Kaehler
2024SDMIMD Journal of ManagementVolatility Linkages in Commodity Futures Markets: Evidence from the Rubber Futures Market in IndiaP. Narayanan, T. K. Sebastian, N. Karunakaran
2024Management Science: Vol. 70, Issue 4Financialization and Commodity Markets Serial DependenceZhi Da, Ke Tang, Yubo Tao, Liyan Yang
2024International Review of Economics & Finance: Vol. 89On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR modelWei Yao, Constantinos Alexiou
2024International Review of Economics & Finance: Vol. 92Commodities and Policy Uncertainty Channel(s)K. Smimou, D. Bosch, G. Filbeck
2024Commodities: Vol. 3, Issue 1Crude Oil Price Movements and Institutional TradersCelso Brunetti, Jeffrey H. Harris, Bahattin Büyükşahin
2024Financial Review: Vol. 59, Issue 1Determinants of commodity market liquidityPankaj K. Jain, Ayla Kayhan, Esen Onur
2024Energy: Vol. 295Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oilAgata Kliber, Blanka Łęt, Pavel Řezáč
2024International Journal of Finance & Economics: Vol. 29, Issue 2Breaks in term structures: Evidence from the oil futures marketsLajos Horváth, Zhenya Liu, Curtis Miller, Weiqing Tang
2024Journal of ForecastingA forecasting model for oil prices using a large set of economic indicatorsJihad El Hokayem, Ibrahim Jamali, Ale Hejase
2023SSRN Electronic JournalDeterminants of Commodity Market LiquidityPankaj K. Jain, Ayla Kayhan, Esen Onur
2023International Journal of Finance & Economics: Vol. 28, Issue 4The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approachDebojyoti Das, Anupam Dutta, Rabin K. Jana, Indranil Ghosh
2023Journal of Commodity Markets: Vol. 30Revisiting the Silver CrisisDon Bredin, Valerio Potì, Enrique Salvador
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
2023The Energy Journal: Vol. 44, Issue 1The Negative Pricing of the May 2020 WTI ContractAdrian Fernandez-Perez, Ana-Maria Fuertes, Joëlle Miffre
2023Journal of Futures Markets: Vol. 43, Issue 5A tale of two premiums revisitedLoïc Maréchal
2023Energy Policy: Vol. 179How to ‘Trump’ the energy market: Evidence from the WTI-Brent spreadCatalin Dragomirescu-Gaina, Dionisis Philippas, Stéphane Goutte
2023International Journal of Political Economy: Vol. 52, Issue 2Betting on Black Gold: Oil Speculation and U.S. Inflation (2020–2022)Carlotta Breman, Servaas Storm
2023Resources Policy: Vol. 82Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approachAswini Kumar Mishra, Vairam Arunachalam, Dennis Olson, Debasis Patnaik
2023SSRN Electronic JournalVolatility Spillover of Indexed Commodities: Characteristics and DeterminantsYanchu Liu, Haowen Tang, Yuheng Liang, Liang Xu
2023SSRN Electronic JournalIntroduction of a Market Correction Mechanism Regulation as a Consequence of the 2021–2023 Energy CrisisRandy Priem
2022Journal of Marine Science and Engineering: Vol. 10, Issue 10The Impact of the Crude Oil Price on Tankers’ Port-Call Features: Mining the Information in Automatic Identification SystemJackson Jinhong Mi, Xiangyan Meng, Yanhui Chen, Yicheng Wang
2022SSRN Electronic Journal Modeling Ex-Ante Risk Premiums in the Oil MarketGeorges Prat, Remzi Uctum
2022Journal of Commodity Markets: Vol. 25The “necessary evil” in Chinese commodity marketsJohn Hua Fan, Di Mo, Tingxi Zhang
2022Resources Policy: Vol. 77Do pandemic, trade policy and world uncertainties affect oil price returns?Shawkat Hammoudeh, Gazi Salah Uddin, Ricardo M. Sousa, Christoffer Wadström, Rubaiya Zaman Sharmi
2022Frontiers of Engineering Management: Vol. 9, Issue 3Toward energy finance market transition: Does China’s oil futures shake up global spots market?Xingyu Dai, Ling Xiao, Matthew C. Li, Qunwei Wang
2022International Review of Economics & Finance: Vol. 82Trader positions and the price of oil in the futures marketValentina Dedi, Alex Mandilaras
2022Food Policy: Vol. 111The impact of futures contract storage rate policy on convergence expectations in domestic commodity marketsAlankrita Goswami, Michael K. Adjemian, Berna Karali
2022Research in International Business and Finance: Vol. 59Traders’ motivation and hedging pressure in commodity futures marketsDavid Bosch, K. Smimou
2022Resources Policy: Vol. 78Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil pricesUmer Shahzad, Sangram Keshari Jena, Aviral Kumar Tiwari, Buhari Doğan, Cosimo Magazzino
2022Energy Economics: Vol. 108Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversificationAviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Nana Kwasi Karikari, Shawkat Hammoudeh
2022Energy: Vol. 241Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regressionJihong Xiao, Yudong Wang
2022Journal of Economic Behavior & Organization: Vol. 198The effect of futures markets on the stability of commodity pricesJohan de Jong, Joep Sonnemans, Jan Tuinstra
2022The Journal of Finance: Vol. 77, Issue 5Commodity Financialization and Information TransmissionITAY GOLDSTEIN, LIYAN YANG
2022Journal of Futures Markets: Vol. 42, Issue 1Resiliency in the E‐mini futures marketRaymond P. H. Fishe, Richard Haynes, Esen Onur
2022International Review of Economics & Finance: Vol. 82Investor sentiment spillover effect and market quality in crude oil futuresYu-Lun Chen, Wan-Shin Mo, Ya-Kai Chang
2021SN Business & Economics: Vol. 1, Issue 3A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity marketsPierluigi Vellucci
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
2021Journal of Financial and Quantitative Analysis: Vol. 56, Issue 4Dynamics of ArbitrageLouis H. Ederington, Chitru S. Fernando, Kateryna V. Holland, Thomas K. Lee, Scott C. Linn
2021Journal of International Money and Finance: Vol. 117Speculation and informational efficiency in commodity futures marketsJean-Baptiste Bonnier
2020The Energy Journal: Vol. 41, Issue 5Natural Gas Storage Forecasts: Is the Crowd Wiser?Adrian Fernandez-Perez, Alexandre Garel, Ivan Indriawan
2020Energy Economics: Vol. 90Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phasesLuca Agnello, Vítor Castro, Shawkat Hammoudeh, Ricardo M. Sousa
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auer
2020Journal of Futures Markets: Vol. 40, Issue 9The role of financial investors in determining the commodity futures risk premiumMohammad Isleimeyyeh
2020Journal of Futures Markets: Vol. 40, Issue 1Return dynamics during periods of high speculation in a thinly traded commodity marketMartin T. Bohl, Martin Stefan
2020African Journal of Business Management: Vol. 14, Issue 1Did index trader and swap dealer activity produce a bubble in the agricultural commodity market?Gaia Soana Maria, Verga Giovanni, Volpi Mattia
2020Australian Journal of Agricultural and Resource Economics: Vol. 64, Issue 3Comovement of dairy product futures and firm value: returns and volatilityHenry Leung, Frank Furfaro
2020American Journal of Agricultural Economics: Vol. 102, Issue 3Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in VolatilityMichael Hachula, Malte Rieth
2020Energy Economics: Vol. 87Mild explosivity in recent crude oil pricesIsabel Figuerola-Ferretti, J. Roderick McCrorie, Ioannis Paraskevopoulos
2020Energy Economics: Vol. 92Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approachDominik P. Storhas, Lurion De Mello, Abhay Kumar Singh
2020Resources Policy: Vol. 69When US sneezes, clichés spread: How do the commodity index funds react then?Kritika Awasthi, Wasim Ahmad, Abdul Rahman, B.V. Phani
2020Journal of Futures Markets: Vol. 40, Issue 8Trading and information in futures marketsGuillermo Llorente, Jiang Wang
2019Economies: Vol. 7, Issue 1Does Oil Price Drive World Food Prices? Evidence from Linear and Nonlinear ARDL ModelingMourad Zmami, Ousama Ben-Salha
2019Resources Policy: Vol. 61The roundabout from interest rates to commodity prices in China: The role of money flowZesheng Sun, Yaoqing Wang, Xu Zhou, Lunan Yang
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
2019Dirassat Journal Economic Issue: Vol. 10, Issue 1ما الذي يقود سعر النفط الخام؟ تحليل للمحددات والعوامل المسببة للصدماتAbedelslam Boukheroufa, Sulaiman Bellaouar
2019International Journal of Financial Studies: Vol. 7, Issue 2Effect of Speculators’ Position Changes on the LME Futures MarketJaehwan Park
2019SSRN Electronic Journal Is the Supply Curve for Commodity Futures Contracts Upward Sloping?Lei Yan, Scott H. Irwin, Dwight R. Sanders
2019Journal of Commodity Markets: Vol. 16Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviourObaid A. Awan
2019International Review of Economics & Finance: Vol. 64Financialization and commodity excess spilloversLu Liu, Xiang Zhang
2019The Energy Journal: Vol. 40, Issue 2Informed Trading in the WTI Oil Futures MarketOlivier Rousse, Benoît Sévi
2019The North American Journal of Economics and Finance: Vol. 48Network connectedness and net spillover between financial and commodity marketsSeong-Min Yoon, Md Al Mamun, Gazi Salah Uddin, Sang Hoon Kang
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
2019Empirical Economics: Vol. 56, Issue 4Permanent and transitory price shocks in commodity futures markets and their relation to speculationMarco Haase, Yvonne Seiler Zimmermann, Heinz Zimmermann
2019Resources Policy: Vol. 61Speculation and its impact on liquidity in commodity marketsMichael Ludwig
2019International Review of Economics & Finance: Vol. 61The time-varying spillover effect between WTI crude oil futures returns and hedge fundsYue-Jun Zhang, Yao-Bin Wu
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
2018Physica A: Statistical Mechanics and its Applications: Vol. 503Whether the fluctuation of China’s financial markets have impact on global commodity prices?Jia Liao, Qi Qian, Xiangyun Xu
2018American Journal of Agricultural Economics: Vol. 100, Issue 1Commodity Price Comovement and Financial Speculation: The Case of CottonJoseph P. Janzen, Aaron Smith, Colin A. Carter
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
2018Journal of Information Science: Vol. 44, Issue 3Using four different online media sources to forecast the crude oil priceMohammed Elshendy, Andrea Fronzetti Colladon, Elisa Battistoni, Peter A Gloor
2018Australian Economic Papers: Vol. 57, Issue 1Fundamentals and Oil Price Behaviour: New Evidence from Co‐integration Tests with Structural Breaks and Granger Causality TestsNourah Al‐Yousef
2018International Journal of Financial Studies: Vol. 6, Issue 3Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key MediatorsJia Liao, Yu Shi, Xiangyun Xu
2018Journal of Commodity Markets: Vol. 10Integrating swaps and futures: A new direction for commodity researchScott Mixon, Esen Onur, Lynn Riggs
2018Energy Economics: Vol. 72Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures pricesLei Yan, Scott H. Irwin, Dwight R. Sanders
2018European Financial Management: Vol. 24, Issue 2Monetary policy uncertainty, positions of traders and changes in commodity futures prices Nikolay Gospodinov, Ibrahim Jamali
2018Journal of Banking & Finance: Vol. 95Speculation, risk aversion, and risk premiums in the crude oil marketBingxin Li
2017Energy Economics: Vol. 66Crude inventory accounting and speculation in the physical oil marketIvan Diaz-Rainey, Helen Roberts, David H. Lont
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 Predictability of Financialization and Co-Movement in Commodity Market: What Is the Role of Technical IndicatorsLibo Yin, Qingyuan Yang, Zhi Su
2017Journal of Commodity Markets: Vol. 6A Markov regime-switching model of crude oil market integrationKonstantin Kuck, Karsten Schweikert
2017OPEC Energy Review: Vol. 41, Issue 1Distortionary effect of trading activity in NYMEX crude oil futures market: post crisisMohammad Amin Naderian, Afshin Javan
2017OPEC Energy Review: Vol. 41, Issue 2A statistical study of the short‐ and long‐term drivers of crude oil pricesHossein Hassani, Mouhamad Moudassir, Pantelis Christodoulides, Adedapo Odulaja
2017SSRN Electronic Journal The Financialization of the Term Structure of Risk Premia in Commodity MarketsEdouard Jaeck
2017American Journal of Agricultural Economics: Vol. 99, Issue 1The Financialization of Food?Valentina G. Bruno, Bahattin Büyükşahin, Michel A. Robe
2017Quantitative Finance: Vol. 17, Issue 5Predictability of structural co-movement in commodity prices: the role of technical indicatorsLibo Yin, Qingyuan Yang, Zhi Su
2017Journal of Commodity Markets: Vol. 5New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures marketLatha Shanker
2017Journal of Agricultural Economics: Vol. 68, Issue 2Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures MarketsDwight R. Sanders, Scott H. Irwin
2017The Journal of Alternative Investments: Vol. 20, Issue 2Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical ApproachMarco Haase, Yvonne Seiler Zimmermann, Heinz Zimmermann
2017International Review of Economics & Finance: Vol. 48Financial crises and the nature of correlation between commodity and stock marketsMehmet Fatih Öztek, Nadir Öcal
2016Energy Economics: Vol. 56Does the S&P500 index lead the crude oil dynamics? A complexity-based approachCatherine Kyrtsou, Christina Mikropoulou, Angeliki Papana
2016Journal of International Financial Markets, Institutions and Money: Vol. 41On the time scale behavior of equity-commodity links: Implications for portfolio managementStelios Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin, Bo Sjö
2016International Review of Applied Economics: Vol. 30, Issue 2Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?Bernardina Algieri
2016Applied Energy: Vol. 164Forecasting the term structure of crude oil futures prices with neural networksJozef Baruník, Barbora Malinská
2016Journal of Commodity Markets: Vol. 3, Issue 1The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studiesMarco Haase, Yvonne Seiler Zimmermann, Heinz Zimmermann
2016Energy Economics: Vol. 53Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamicsVelappan Shalini, Krishna Prasanna
2016SSRN Electronic JournalThe Impact of Speculation on Commodity Futures A Review of the Findings of 100 Empirical StudiesMarco Haase, Yvonne Seiler, Heinz Zimmermann
2016International Review of Financial Analysis: Vol. 44Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approachHaiqi Li, Myeong Jun Kim, Sung Y. Park
2016International Review of Financial Analysis: Vol. 43Impact of speculation and economic uncertainty on commodity marketsPierre Andreasson, Stelios Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin
2016Economics Letters: Vol. 144Does speculation impact what factors determine oil futures prices?Fabian Gogolin, Fearghal Kearney
2016International Review of Financial Analysis: Vol. 46Oil market modelling: A comparative analysis of fundamental and latent factor approachesMark Cummins, Michael Dowling, Fearghal Kearney
2016SSRN Electronic Journal Crude Inventory Accounting and Speculation in the Physical Oil MarketIvan Diaz-Rainey, Helen Roberts, David H. Lont
2016Journal of Financial Economics: Vol. 121, Issue 1Liquidity, resiliency and market quality around predictable trades: Theory and evidenceHendrik Bessembinder, Allen Carrion, Laura Tuttle, Kumar Venkataraman
2016OPEC Energy Review: Vol. 40, Issue 2Fundamentals, non‐fundamentals and the oil price changes in 2007–2009 and 2014–2015Afshin Javan, Carola Vallejo
2016Quantitative Finance: Vol. 16, Issue 12Analysis of crisis impact on crude oil prices: a new approach with interval time series modellingWei Yang, Ai Han, Yongmiao Hong, Shouyang Wang
2016Journal of Economics and Finance: Vol. 40, Issue 3The regime-switching risk premium in the gold futures marketSeth J. Kopchak
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 Should Investors Worry About Commodity Shocks?Richard Whittaker
2016Energy Economics: Vol. 59The informational content of inventory announcements: Intraday evidence from crude oil futures marketShiyu Ye, Berna Karali
2016SSRN Electronic Journal Crude Inventory Accounting and Speculation in the Physical Oil MarketIvan Diaz-Rainey, Helen Roberts, David H. Lont
2016Applied Economic Perspectives and Policy: Vol. 38, Issue 2The “Necessity” of New Position Limits in Agricultural Futures Markets: The Verdict from Daily Firm‐level Position DataDwight R. Sanders, Scott H. Irwin
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. 56Disentangling the determinants of real oil pricesLi Liu, Yudong Wang, Chongfeng Wu, Wenfeng Wu
2015Energy Policy: Vol. 82Oil prices and financial stress: A volatility spillover analysisSaban Nazlioglu, Ugur Soytas, Rangan Gupta
2015Energy Economics: Vol. 48The impact of fundamental and financial traders on the term structure of oilThomas Heidorn, Frieder Mokinski, Christoph Rühl, Christian Schmaltz
2015SSRN Electronic JournalCommodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical ApproachMarco Haase, Yvonne Seiler, Heinz Zimmermann
2015Economic Modelling: Vol. 51The role of financial speculation in the energy future markets: A new time-varying coefficient approachHaiqi Li, Hyung-Gun Kim, Sung Y. Park
2015European Journal of Operational Research: Vol. 247, Issue 1Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamicsMarc Joëts
2015International Review of Financial Analysis: Vol. 42Investor structure and the informational efficiency of commodity futures pricesYu-Lun Chen, Ya-Kai Chang
2015Journal of Futures Markets: Vol. 35, Issue 8Does Futures Speculation Destabilize Commodity Markets?Abby Kim
2015SSRN Electronic JournalTrading and Information in Futures MarketsGuillermo Llorente, Jiang Wang
2015International Economic Review: Vol. 56, Issue 1EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICESJames D. Hamilton, Jing Cynthia Wu
2015Vie & sciences de l'entreprise: Vol. N° 199, Issue 1Vers une financiarisation des marches des matières premières ?Marc Joëts
2015Credit and Capital Markets – Kredit und Kapital: Vol. 48, Issue 2Three Narratives on the Changing Face of Global Commodities Market StructureDiego Valiante
2015Journal of Banking & Finance: Vol. 60Financialization in commodity markets: A passing trend or the new normal?Zeno Adams, Thorsten Glück
2015Physica A: Statistical Mechanics and its Applications: Vol. 424Asymmetric long-term autocorrelations in crude oil marketsJ. Alvarez-Ramirez, J. Alvarez, E. Rodríguez
2015Economic Modelling: Vol. 49How does Google search affect trader positions and crude oil prices?Xin Li, Jian Ma, Shouyang Wang, Xun Zhang
2015International Review of Financial Analysis: Vol. 39Does the stock market drive herd behavior in commodity futures markets?Rıza Demirer, Hsiang-Tai Lee, Donald Lien
2015Resources Policy: Vol. 45Dynamic relationships between spot and futures prices. The case of energy and gold commoditiesMihaela Nicolau, Giulio Palomba
2015SSRN Electronic JournalForecasting the Term Structure of Crude Oil Futures Prices with Neural NetworksJozef Barunik, Barbora Malinskk
2015International Review of Financial Analysis: Vol. 42Cross-market volatility index with Factor-DCCSofiane Aboura, Julien Chevallier
2015Review of Finance: Vol. 19, Issue 5Convective Risk Flows in Commodity Futures Markets*Ing-Haw Cheng, Andrei Kirilenko, Wei Xiong
2014Agricultural Economics: Vol. 45, Issue S1Co‐movements in commodity prices: a note based on network analysisDavid Matesanz, Benno Torgler, Germán Dabat, Guillermo J. Ortega
2014SSRN Electronic JournalRising and Volatile Food Prices: Are Index Fund Investors to Blame?Marcel Prokopczuk, Lazaros Symeonidis, Timo Verlaat
2014SSRN Electronic JournalThe Impact of Market Participantss Interaction on Futures Prices: Comparing Three U.S. Wheat Futures MarketsDavid Bosch
2014Journal of Futures Markets: Vol. 34, Issue 10Noisy Inventory Announcements and Energy PricesMarketa W. Halova, Alexander Kurov, Oleg Kucher
2014Agricultural Economics: Vol. 45, Issue 4A roller coaster ride: an empirical investigation of the main drivers of the international wheat priceBernardina Algieri
2014American Journal of Agricultural Economics: Vol. 96, Issue 2Hedging and Speculative Trading in Agricultural Futures MarketsRaymond P. H. Fishe, Joseph P. Janzen, Aaron Smith
2014SSRN Electronic JournalDeconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price ComovementJoseph Janzen, Colin A. Carter, Aaron Smith, Michael Adjemian
2014Agricultural Economics: Vol. 45, Issue 6The interaction of speculators and index investors in agricultural derivatives marketsBenoît Guilleminot, Jean‐Jacques Ohana, Steve Ohana
2014Annual Review of Financial Economics: Vol. 6, Issue 1Financialization of Commodity MarketsIng-Haw Cheng, Wei Xiong
2014Journal of Agricultural Economics: Vol. 65, Issue 2What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity MarketsStephanie‐Carolin Grosche
2014SSRN Electronic JournalWhich Petroleum Prices Best Explain Retail Fuel Price Changes?Vance Ginn
2014Journal of Futures Markets: Vol. 34, Issue 8Causes and Implications of Shifts in Financial Participation in Commodity MarketsBassam Fattouh, Lavan Mahadeva
2013SSRN Electronic JournalCommodity Financialization and Herd Behavior in Commodity Futures MarketsRiza Demirer, Hsiang-Tai Lee, Donald D. Lien
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
2013The Energy Journal: Vol. 34, Issue 3Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH ApproachMatteo Manera, Marcella Nicolini, Ilaria Vignati
2013Applied Economics Quarterly: Vol. 59, Issue 2Do Commodity Index Traders Destabilize Agricultural Futures Prices?Martin T. Bohl,, Farrukh Javed,, Patrick M. Stephan,
2013SSRN Electronic JournalHeterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price DynamicsMarc Joëts
2013The Energy Journal: Vol. 34, Issue 3Herding and Speculation in the Crude Oil MarketCelso Brunetti, Bahattin Bykahin, Jeffrey H. Harris
2013Sustainability: Vol. 5, Issue 2Ten Reasons to Take Peak Oil SeriouslyRobert Brecha
2013SSRN Electronic JournalEffects of Index-Fund Investing on Commodity Futures PricesJames D. Hamilton, Jing Cynthia Wu
2013Journal of Banking & Finance: Vol. 37, Issue 1Oil price dynamics, macro-finance interactions and the role of financial speculationClaudio Morana
2013Business Economics: Vol. 48, Issue 4Commodity Markets and Commodity Mutual FundsL Christopher Plantier
2013Environmental Economics and Policy Studies: Vol. 15, Issue 2Price relationships in crude oil futures: new evidence from CFTC disaggregated dataJulien Chevallier
2013The Energy Journal: Vol. 34, Issue 3Physical Markets, Paper Markets and the WTI-Brent SpreadBahattin Büyük şahin, Thomas K. Lee, James T. Moser, Michel A. Robe
2013The Energy Journal: Vol. 34, Issue 3The Role of Financial Speculation in Driving the Price of Crude OilRon Alquist, Olivier Gervais
2013SSRN Electronic JournalSpeculative Trading in ReitsBenjamin M. Blau, Ryan J. Whitby
2013SSRN Electronic JournalFinancial Risk, Innovation and Alternative Pathways to Decarbonising the Energy System in 2050Ivan Diaz-Rainey, Daniel J. Tulloch
2013SSRN Electronic JournalNon-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and RemediesMichael Adjemian, Philip Garcia, Scott H. Irwin, Aaron Smith
2012SSRN Electronic JournalPredatory or Sunshine Trading? Evidence from Crude Oil ETF RollsHendrik (Hank) Bessembinder, Allen Carrion, Kumar Venkataraman, Laura Tuttle
2012Energy Economics: Vol. 34, Issue 1Testing the Masters Hypothesis in commodity futures marketsScott H. Irwin, Dwight R. Sanders
2012SSRN Electronic JournalThe Impact of Monetary Policy Shocks on Commodity PricesAlessio Anzuini, Marco J. Lombardi, Patrizio Pagano
2012SSRN Electronic JournalDoes Futures Speculation Destabilize Spot Prices? New Evidence for Commodity MarketsMartin T. Bohl, Patrick M. Stephan
2012SSRN Electronic JournalOil Price Dynamics, Macro-Finance Interactions and the Role of Financial SpeculationClaudio Morana
2011SSRN Electronic JournalDoes 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-MovementsBahattin Buyuksahin, Michel A. Robe
2011International Economics: Vol. 126-127Macro factors in oil futures returnsYannick Le Pen, Benoît Sévi
2011The Journal of Alternative Investments: Vol. 14, Issue 1Examining the Role of Financial Investors and Speculation in Oil MarketsDenis Babusiaux, Axel Pierru, Frédéric Lasserre
2011Journal of Financial Regulation and Compliance: Vol. 19, Issue 4The financial regulation of energy and environmental marketsIvan Diaz‐Rainey, Mathias Siems, John K. Ashton
2010SSRN Electronic JournalLimits to Arbitrage and Commodity Index Investment: Front-Running the Goldman RollYiqun Mou


© 2024 International Association for Energy Economics | Privacy Policy | Return Policy