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The Simple Economics of Commodity Price Speculation. (2016). Pindyck, Robert ; Knittel, Christopher.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:8:y:2016:i:2:p:85-110.

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  13. Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi.
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  14. Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei.
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  22. Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon.
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  30. Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham.
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  34. Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe.
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  37. The impact of commodity price shocks in a copper-rich economy: the case of Chile. (2019). Pedersen, Michael.
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  72. Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach. (2016). Abadie, Luis M ; Polanco-Martinez, Josue M.
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  75. Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung.
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  77. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
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  21. Pindyck, Robert S. 2001. “The Dynamics of Commodity Spot and Futures Markets: A Primer.” Energy Journal 22 (3): 1–29.
    Paper not yet in RePEc: Add citation now
  22. Pindyck, Robert S. 2004. “Volatility and Commodity Price Dynamic.” Journal of Futures Markets 24 (11): 1029–47.
    Paper not yet in RePEc: Add citation now
  23. Pirrong, Craig. 2008. “Stochastic Fundamental Volatility, Speculation, and Commodity Storage.” http://ssrn.com/abstract=1340658.
    Paper not yet in RePEc: Add citation now

  24. Smith, James L. 2009. “World Oil: Market or Mayhem?” Journal of Economic Perspectives 23 (3): 145–64.

  25. Sockin, Michael, and Wei Xiong. 2013. “Informational Frictions and Commodity Markets.” National Bureau of Economic Research (NBER) Working Paper 18906.
    Paper not yet in RePEc: Add citation now
  26. Yetiv, Steve A. 2012. “Is the Energy Boom a Mirage?” New York Times, September 4, 2012.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
    In: Working Papers.
    RePEc:gbl:wpaper:2016-07.

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  2. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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  3. The Convenience Yield and the Informational Content of the Oil Futures Price. (2015). Khalaf, Lynda ; McMahon, Sebastien ; Jean-Thomas, Lynda Khalaf .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-2-02.

    Full description at Econpapers || Download paper

  4. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-13.

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  5. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

    Full description at Econpapers || Download paper

  6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10075.

    Full description at Econpapers || Download paper

  7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18906.

    Full description at Econpapers || Download paper

  8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2013_003.

    Full description at Econpapers || Download paper

  9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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  10. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
    In: Working Papers.
    RePEc:fem:femwpa:2013.32.

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  11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

    Full description at Econpapers || Download paper

  12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

    Full description at Econpapers || Download paper

  13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

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  14. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_918_13.

    Full description at Econpapers || Download paper

  15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-25.

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  16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-15.

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  17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

    Full description at Econpapers || Download paper

  18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-02.

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  19. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-01.

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  20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-2-07.

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  21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:15062.

    Full description at Econpapers || Download paper

  22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:48900.

    Full description at Econpapers || Download paper

  23. Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam.
    In: MPRA Paper.
    RePEc:pra:mprapa:42351.

    Full description at Econpapers || Download paper

  24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti .
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2012-016.

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  25. On the Sources and Consequences of Oil Price Shocks; The Role of Storage. (2012). Unsal, Filiz D ; Unalmis, Ibrahim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/270.

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  26. Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00712823.

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  27. Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214.

    Full description at Econpapers || Download paper

  28. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8928.

    Full description at Econpapers || Download paper

  29. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

    Full description at Econpapers || Download paper

  30. Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India. (2012). Bhanumurthy, N R ; Kumawat, Lokendra ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:219.

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  31. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  32. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-2.

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  33. Composite and Outlook Forecast Accuracy. (2012). Irwin, Scott ; Garcia, Philip ; Etienne, Xiaoli ; Colino, Evelyn V..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134270.

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  34. The Informational Content of Distant-Delivery Futures Contracts. (2012). Karali, Berna ; Dorfman, Jeffrey ; Schnake, Kristin N..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134221.

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  35. Do Financial Investors Destabilize the Oil Price?. (2011). Van Robays, Ine ; Lombardi, Marco.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/760.

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  36. Oil and Macroeconomy: The Case of Korea. (2011). Song, Joonhyuk ; Lee, Junhee .
    In: NBER Chapters.
    RePEc:nbr:nberch:11865.

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  37. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:110028.

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  38. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1022.

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  39. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  40. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1811.

    Full description at Econpapers || Download paper

  41. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000156.

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  42. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-28.

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  43. The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16541.

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  44. Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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  45. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, .
    In: Working Papers.
    RePEc:cwm:wpaper:89.

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  46. THE GROWING INTERDEPENDENCE BETWEEN FINANCIAL AND COMMODITY MARKETS. (2009). Mayer, Joerg.
    In: UNCTAD Discussion Papers.
    RePEc:unc:dispap:195.

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  47. Nature of Oil Price Shocks and Monetary Policy. (2009). Lee, Junhee ; Song, Joonhyuk .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15306.

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  48. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14927.

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  49. Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0007.

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  50. Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy. (2008). Langer, Ashley ; Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200811.

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