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2015SSRN Electronic JournalTrading and Information in Futures MarketsGuillermo Llorente, Jiang Wanghttp://dx.doi.org/10.1016/j.eneco.2016.04.003
2015Review of Finance: Vol. 19, Issue 5Convective Risk Flows in Commodity Futures Markets*Ing-Haw Cheng, Andrei Kirilenko, Wei Xionghttp://dx.doi.org/10.1093/rof/rfu043
2015Economic Modelling: Vol. 49How does Google search affect trader positions and crude oil prices?Xin Li, Jian Ma, Shouyang Wang, Xun Zhanghttp://dx.doi.org/10.1016/j.econmod.2015.04.005
2015Resources Policy: Vol. 45Dynamic relationships between spot and futures prices. The case of energy and gold commoditiesMihaela Nicolau, Giulio Palombahttp://dx.doi.org/10.1016/j.resourpol.2015.04.004
2015International Review of Financial Analysis: Vol. 39Does the stock market drive herd behavior in commodity futures markets?Rıza Demirer, Hsiang-Tai Lee, Donald Lienhttp://dx.doi.org/10.1016/j.irfa.2015.02.006
2014SSRN Electronic JournalRising and Volatile Food Prices: Are Index Fund Investors to Blame?Marcel Prokopczuk, Lazaros Symeonidis, Timo Verlaathttp://dx.doi.org/10.2139/ssrn.2450397
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 Groschehttp://dx.doi.org/10.1111/1477-9552.12058
2014Journal of Futures Markets: Vol. 34, Issue 10Noisy Inventory Announcements and Energy PricesMarketa W. Halova, Alexander Kurov, Oleg Kucherhttp://dx.doi.org/10.1002/fut.21633
2014SSRN Electronic JournalThe Impact of Market Participantss Interaction on Futures Prices: Comparing Three U.S. Wheat Futures MarketsDavid Boschhttp://dx.doi.org/10.2139/ssrn.2433952
2014Annual Review of Financial Economics: Vol. 6, Issue 1Financialization of Commodity MarketsIng-Haw Cheng, Wei Xionghttp://dx.doi.org/10.1146/annurev-financial-110613-034432
2014Agricultural Economics: Vol. 45, Issue 6The interaction of speculators and index investors in agricultural derivatives marketsBenoît Guilleminot, Jean‐Jacques Ohana, Steve Ohanahttp://dx.doi.org/10.3917/vse.199.0062
2014Agricultural Economics: Vol. 45, Issue S1Co‐movements in commodity prices: a note based on network analysisDavid Matesanz, Benno Torgler, Germán Dabat, Guillermo J. Ortegahttp://dx.doi.org/10.5547/01956574.38.2.dbun
2014Journal of Futures Markets: Vol. 34, Issue 8Causes and Implications of Shifts in Financial Participation in Commodity MarketsBassam Fattouh, Lavan Mahadevahttp://dx.doi.org/10.1002/fut.21674
2014Natural Resource Modeling: Vol. 27, Issue 2A RATIONALIZATION OF UPS AND DOWNS OF OIL PRICES BY SLUGGISH DEMAND, UNCERTAINTY, AND NONCONCAVITYFRANZ WIRL, SEBASTIAN CABANhttp://dx.doi.org/10.1111/1467-8489.12373
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 Adjemianhttp://dx.doi.org/10.1016/j.eneco.2017.03.029
2014Agricultural Economics: Vol. 45, Issue 4A roller coaster ride: an empirical investigation of the main drivers of the international wheat priceBernardina Algierihttp://dx.doi.org/10.1016/j.ribaf.2021.101529
2014SSRN Electronic JournalWhich Petroleum Prices Best Explain Retail Fuel Price Changes?Vance Ginnhttp://dx.doi.org/10.1007/s10018-012-0045-3
2014American Journal of Agricultural Economics: Vol. 96, Issue 2Hedging and Speculative Trading in Agricultural Futures MarketsRaymond P. H. Fishe, Joseph P. Janzen, Aaron Smithhttp://dx.doi.org/10.1093/ajae/aat111
2013SSRN Electronic JournalEffects of Index-Fund Investing on Commodity Futures PricesJames D. Hamilton, Jing Cynthia Wuhttp://dx.doi.org/10.1016/j.jcomm.2019.01.001
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. Robehttp://dx.doi.org/10.5547/01956574.34.3.7
2013Environmental Economics and Policy Studies: Vol. 15, Issue 2Price relationships in crude oil futures: new evidence from CFTC disaggregated dataJulien Chevallierhttp://dx.doi.org/10.1016/j.jbankfin.2012.08.027
2013Journal of Banking & Finance: Vol. 37, Issue 1Oil price dynamics, macro-finance interactions and the role of financial speculationClaudio Moranahttp://dx.doi.org/10.1016/j.eneco.2016.01.003
2013The Energy Journal: Vol. 34, Issue 3The Role of Speculation in Oil Markets: What Have We Learned So Far?Bassam Fattouh, Lutz Kilian, Lavan Mahadevahttp://dx.doi.org/10.1016/j.iref.2019.02.006
2013The Energy Journal: Vol. 34, Issue 3The Role of Financial Speculation in Driving the Price of Crude OilRon Alquist, Olivier Gervaishttp://dx.doi.org/10.2139/ssrn.2030797
2013SSRN Electronic JournalCommodity Financialization and Herd Behavior in Commodity Futures MarketsRiza Demirer, Hsiang-Tai Lee, Donald D. Lienhttp://dx.doi.org/10.1016/j.najef.2019.01.011
2013The Energy Journal: Vol. 34, Issue 3Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH ApproachMatteo Manera, Marcella Nicolini, Ilaria Vignatihttp://dx.doi.org/10.5547/01956574.34.3.4
2013SSRN Electronic JournalSpeculative Trading in ReitsBenjamin M. Blau, Ryan J. Whitbyhttp://dx.doi.org/10.1016/j.enpol.2015.01.003
2013SSRN Electronic JournalFinancial Risk, Innovation and Alternative Pathways to Decarbonising the Energy System in 2050Ivan Diaz-Rainey, Daniel J. Tullochhttp://dx.doi.org/10.2139/ssrn.2238847
2013Sustainability: Vol. 5, Issue 2Ten Reasons to Take Peak Oil SeriouslyRobert Brechahttp://dx.doi.org/10.3790/aeq.59.2.125
2013SSRN Electronic JournalNon-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and RemediesMichael Adjemian, Philip Garcia, Scott H. Irwin, Aaron Smithhttp://dx.doi.org/10.2139/ssrn.2323646
2013SSRN Electronic JournalHeterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price DynamicsMarc Joëtshttp://dx.doi.org/10.1016/j.resourpol.2022.102705
2013The Energy Journal: Vol. 34, Issue 3Herding and Speculation in the Crude Oil MarketCelso Brunetti, Bahattin Bykahin, Jeffrey H. Harrishttp://dx.doi.org/10.1111/1467-8454.12098
2013Business Economics: Vol. 48, Issue 4Commodity Markets and Commodity Mutual FundsL Christopher Plantierhttp://dx.doi.org/10.1057/be.2013.29
2013Applied Economics Quarterly: Vol. 59, Issue 2Do Commodity Index Traders Destabilize Agricultural Futures Prices?Martin T. Bohl,, Farrukh Javed,, Patrick M. Stephan,http://dx.doi.org/10.2139/ssrn.2253203
2012SSRN Electronic JournalPredatory or Sunshine Trading? Evidence from Crude Oil ETF RollsHendrik (Hank) Bessembinder, Allen Carrion, Kumar Venkataraman, Laura Tuttlehttp://dx.doi.org/10.1002/ijfe.2777
2012SSRN Electronic JournalOil Price Dynamics, Macro-Finance Interactions and the Role of Financial SpeculationClaudio Moranahttp://dx.doi.org/10.5547/01956574.34.3.2
2012SSRN Electronic JournalThe Impact of Monetary Policy Shocks on Commodity PricesAlessio Anzuini, Marco J. Lombardi, Patrizio Paganohttp://dx.doi.org/10.2139/ssrn.2873300
2012SSRN Electronic JournalDoes Futures Speculation Destabilize Spot Prices? New Evidence for Commodity MarketsMartin T. Bohl, Patrick M. Stephanhttp://dx.doi.org/10.2139/ssrn.1979602
2012Energy Economics: Vol. 34, Issue 1Testing the Masters Hypothesis in commodity futures marketsScott H. Irwin, Dwight R. Sandershttp://dx.doi.org/10.1016/j.eneco.2011.10.008
2011Journal of Financial Regulation and Compliance: Vol. 19, Issue 4The financial regulation of energy and environmental marketsIvan Diaz‐Rainey, Mathias Siems, John K. Ashtonhttp://dx.doi.org/10.1108/13581981111182956
2011International Economics: Vol. 126-127Macro factors in oil futures returnsYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1016/S2110-7017(13)60034-7
2011The Journal of Alternative Investments: Vol. 14, Issue 1Examining the Role of Financial Investors and Speculation in Oil MarketsDenis Babusiaux, Axel Pierru, Frédéric Lasserrehttp://dx.doi.org/10.3905/jai.2011.14.1.061
2010SSRN Electronic JournalLimits to Arbitrage and Commodity Index Investment: Front-Running the Goldman RollYiqun Mouhttp://dx.doi.org/10.1111/fire.12366

 

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