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

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Cited: 4

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Cites: 26

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Cocites: 50

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  1. What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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  2. Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19892.

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  3. Commodity house prices. (2013). TANG, Edward Chi Ho ; Leung, Charles ; Leung, Charles Ka Yui, ; Tang, Edward Chi Ho, ; Shi, Song .
    In: MPRA Paper.
    RePEc:pra:mprapa:49489.

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  4. Commodity house prices. (2013). Leung, Charles ; Charles Ka Yui Leung, ; Shi, Song ; Tang, Edward .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:154.

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References

References cited by this document

    References contributed by pro164-13180

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Cocites

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  2. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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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 .
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  4. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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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.
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  6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
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  7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18906.

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  8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
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  9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
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  11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
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  12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
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  13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
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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).
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  15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
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  16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
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  17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
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  18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
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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,, .
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  20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
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  21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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  22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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  24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti .
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  25. On the Sources and Consequences of Oil Price Shocks; The Role of Storage. (2012). Unsal, Filiz D ; Unalmis, Ibrahim.
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