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Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
In: Energy Economics.
RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

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  1. On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei.
    In: International Review of Economics & Finance.
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    In: International Journal of Finance & Economics.
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  3. Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao.
    In: International Review of Economics & Finance.
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  4. Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong.
    In: Energy.
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  5. .

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  6. Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets. (2022). Dhifaoui, Zouhaier.
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  7. The Pricing Mechanism Analysis of China’s Natural Gas Supply Chain under the “Dual Carbon” Target Based on the Perspective of Game Theory. (2022). Zheng, Huixian ; Geng, Xin ; Che, Cheng ; Zhang, Xiaoguang ; Chen, YI.
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  8. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Wang, Xiaolei ; Feng, Yanhong ; Liu, Yanqiong ; Chen, Shuanglian.
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  9. Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
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  10. Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas.
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  11. Trader positions and the price of oil in the futures market. (2022). Mandilaras, Alex ; Dedi, Valentina.
    In: International Review of Economics & Finance.
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  12. 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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  13. 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.
    In: International Review of Financial Analysis.
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  14. Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong.
    In: Energy.
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  15. Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste.
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  16. Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen.
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  17. Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896. (2021). Sulewski, Christoph ; Siklos, Pierre L ; Putz, Alexander ; Bohl, Martin T.
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  18. Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models. (2021). Yaobin, Liu ; Oyuna, Dondukova.
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  19. Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda.
    In: International Review of Economics & Finance.
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  20. Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T.
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  21. Return dynamics during periods of high speculation in a thinly traded commodity market. (2020). Stefan, Martin ; Bohl, Martin T.
    In: Journal of Futures Markets.
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  22. Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T.
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  23. Do country risk and financial uncertainty matter for energy commodity futures?. (2019). Lee, Chien-Chiang ; Lien, Donald.
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  24. The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid.
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  25. The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T.
    In: Journal of Commodity Markets.
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  26. Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S.
    In: Journal of Commodity Markets.
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  27. Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin .
    In: CQE Working Papers.
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  28. An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
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  29. Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures. (2018). Siklos, Pierre ; Martin, Pierre Siklos.
    In: LCERPA Working Papers.
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  30. The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU.
    In: Energy Economics.
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  31. Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran.
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  32. What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying .
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  33. Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T.
    In: Journal of Asian Economics.
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  34. The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T.
    In: CQE Working Papers.
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  35. Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
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  36. Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei.
    In: Resources Policy.
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  37. Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk.
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  38. Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU.
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  39. Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation. (2017). Etienne, Xiaoli ; Wiggins, Seth .
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  40. Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond.
    In: Working Papers.
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  41. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier .
    In: The Energy Journal.
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  42. What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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  43. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics Discussion Papers.
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  44. Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri .
    In: Working Papers.
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  45. Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola .
    In: MITP: Mitigation, Innovation and Transformation Pathways.
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  46. Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri .
    In: ESP: Energy Scenarios and Policy.
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  47. Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, .
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  13. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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  14. The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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  15. Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach. (2019). Chen, Yongfei ; Shang, Yue ; Lei, Likun ; Wei, YU.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:341-351.

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  16. On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

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  17. Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad.
    In: Journal of Economic Impact.
    RePEc:adx:journl:v:1:y:2019:i:3:p:87-91.

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  18. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. (2018). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:5:p:833-856.

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  19. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele.
    In: Working Papers.
    RePEc:fem:femwpa:2018.03.

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  20. The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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  21. An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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  22. The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7718.

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  23. Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7418.

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  24. Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization. (2017). Kartsakli, Maria ; Adams, Zeno.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2017:10.

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  25. Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:8588.

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  26. Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01460186.

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  27. Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production. (2017). Rezaei, Mehdi ; Fattahi, Shahram ; Azami, Somayeh.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:21:y:2017:i:3:p:519.

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  28. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier .
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

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  29. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01410093.

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

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  31. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1179.

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  32. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: Working Papers.
    RePEc:fem:femwpa:2016.70.

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  33. Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTCs announcements during the 2008 financial crisis?. (2016). Berk, Istemi ; Rauch, Jannes.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:337-348.

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  34. Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

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  35. Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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  36. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2016s-53.

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  37. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
    In: ESP: Energy Scenarios and Policy.
    RePEc:ags:feemes:249788.

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  38. Sentiment in oil markets. (2015). Deeney, Peter ; Bermingham, Adam ; Dowling, Michael ; Cummins, Mark.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:179-185.

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  39. The Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil Markets. (2015). Fritz, Andreas ; Weber, Christoph ; Stein, Michael.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1505.

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  40. Spread trading strategies in the crude oil futures market. (2014). Lubnau, Thorben .
    In: Discussion Papers.
    RePEc:zbw:euvwdp:353.

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  41. Are there really bubbles in oil prices?. (2014). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638.

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  42. A blessing in disguise: The implications of high global oil prices for the North American market. (2014). Guenette, Justin-Damien ; Alquist, Ron.
    In: Energy Policy.
    RePEc:eee:enepol:v:64:y:2014:i:c:p:49-57.

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  43. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0042.

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  44. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Working Papers.
    RePEc:mib:wpaper:243.

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  45. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  46. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  47. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation. (2013). Nicolini, Marcella ; Manera, Matteo.
    In: Working Papers.
    RePEc:fem:femwpa:2013.45.

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  48. Detecting speculation in volatility of commodities futures markets. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: EcoMod2013.
    RePEc:ekd:004912:5125.

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  49. 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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  50. A weekly structural VAR model of the US crude oil market. (). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
    In: FEEM Working Papers.
    RePEc:ags:feemwp:324040.

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