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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.

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  2. Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K.
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  5. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo.
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  6. Permanent and transitory price shocks in commodity futures markets and their relation to speculation. (2019). Zimmermann, Yvonne Seiler ; Haase, Marco.
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  7. Commodity price risk management and fiscal policy in a sovereign default model. (2019). Lopez-Martin, Bernabe ; Fritscher, Andre Martinez ; Leal, Julio.
    In: Journal of International Money and Finance.
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  8. Monetary policy for commodity booms and busts. (2019). Drechsel, Thomas ; Tenreyro, Silvana ; McLeay, Michael.
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  10. An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E.
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  11. Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona.
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  12. Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo.
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  13. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
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  14. Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Huh, Sung-Yoon ; Lee, Chul-Yong.
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  15. Oil and the economy: A systematic review of the literature for ecological economists. (2017). Kallis, Giorgos ; Sager, Jalel .
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  16. Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona.
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  17. Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez.
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  18. Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K.
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  19. Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin.
    In: Working Papers.
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  20. Trading Activity and Prices in Energy Futures Market. (2016). Ates, Aysegul.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:4:y:2016:i:2:p:1-11.

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  21. Kommentar zur Spekulation mit Agrarrohstoffen: Eine Replik auf Christian Conrad. (2015). Pies, Ingo.
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    RePEc:zbw:mlucee:201511.

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  22. Inflation, Business Cycles, and Commodity Investing in Financialized Markets. (2015). Zaremba, Adam.
    In: Business and Economics Research Journal.
    RePEc:ris:buecrj:0173.

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  23. Big Fish: Oil Markets and Speculation. (2015). Cologni, Alessandro ; Sitzia, Francesco Giuseppe ; Scarpa, Elisa .
    In: Working Papers.
    RePEc:fem:femwpa:2015.52.

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  24. Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

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  25. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie.
    In: Energy Policy.
    RePEc:eee:enepol:v:85:y:2015:i:c:p:271-279.

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  26. The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

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  27. The biofuel connection: impact of US regulation on oil and food prices. (2015). Lombardi, Marco ; Avalos, Fernando.
    In: BIS Working Papers.
    RePEc:bis:biswps:487.

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  28. El choque petrolero y sus implicaciones en la economía colombiana. (2015). Toro-Córdoba, Jorge Hernán ; Montes-Uribe, Enrique ; López, David ; Garavito, Aaron.
    In: Borradores de Economia.
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  29. Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro.
    In: Energy: Resources and Markets.
    RePEc:ags:feemer:206220.

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  30. Causes and Implications of Shifts in Financial Participation in Commodity Markets. (2014). Mahadeva, Lavan ; Fattouh, Bassam .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:34:y:2014:i:8:p:757-787.

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  31. Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model. (2014). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:59568.

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  32. Latin American Performance to External Shocks: What Has Really Been Sweat?. (2014). Pagliacci, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:57816.

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  33. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2014). Aulerich, Nicole M. ; Irwin, Scott H. ; Garcia, Philip.
    In: NBER Chapters.
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  34. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

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  35. Oil Price Volatility and the Role of Speculation. (2014). Pescatori, Andrea ; Beidas-Strom, Samya.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/218.

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  36. Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

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  37. Demand effects and speculation in oil markets: Theory and evidence. (2014). Rogoff, Kenneth ; Dvir, Eyal.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:113-128.

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  38. Do net positions in the futures market cause spot prices of crude oil?. (2014). Park, Sung Y. ; Ding, Haoyuan ; Kim, Hyung-Gun .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:177-190.

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  39. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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  40. Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement. (2014). Janzen, Joseph ; Carter, Colin ; Adjemian, Michael ; Smith, Aaron.
    In: Economic Research Report.
    RePEc:ags:uersrr:167369.

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  41. Endogenous shifts in OPEC market power - A Stackelberg oligopoly with fringe. (2013). Huppmann, Daniel.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79758.

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  42. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2013). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201322.

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  43. Do oil price increases cause higher food prices?. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201310.

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  44. Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model. (2013). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:49140.

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  45. The Price of Oil – Will it Start Rising Again?. (2013). Zipperer, Vera ; Koske, Isabell ; Fournier, Jean-Marc ; Wanner, Isabelle.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1031-en.

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  46. The Financialization of Commodity Markets. (2013). Xiong, Wei ; Cheng, Ing-Haw.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19642.

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  47. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2013). Irwin, Scott ; Garcia, Philip ; Aulerich, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19065.

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

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  49. A Stock-flow Approach to a General Theory of Pricing. (2013). Pilkington, Philip .
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_781.

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  50. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-031.

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

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  53. 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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  54. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

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  55. 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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  56. Oil price dynamics, macro-finance interactions and the role of financial speculation. (2013). MORANA, CLAUDIO.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:206-226.

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  57. Endogenous Shifts in OPEC Market Power: A Stackelberg Oligopoly with Fringe. (2013). Huppmann, Daniel.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1313.

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  58. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

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  59. Oil Price Uncertainty and Industrial Production. (2013). Serletis, Apostolos ; Pinno, Karl .
    In: Working Papers.
    RePEc:clg:wpaper:2013-03.

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  60. Explosive Preisentwicklung und spekulative Blasen auf Rohstoffmärkten / Explosive behavior and speculative bubbles on commodity markets. (2013). Holtemöller, Oliver ; Oliver, Holtemoller .
    In: ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft.
    RePEc:bpj:ordojb:v:64:y:2013:i:1:p:405-420:n:19.

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  61. On the correlation between commodity and equity returns: implications for portfolio allocation. (2013). Lombardi, Marco.
    In: BIS Working Papers.
    RePEc:bis:biswps:420.

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  62. Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012. (2013). Delle Chiaie, Simona.
    In: Quarterly selection of articles - Bulletin de la Banque de France.
    RePEc:bfr:quarte:2013:29:04.

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  63. Do Oil Price Increases Cause Higher Food Prices?. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-52.

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  64. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
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  65. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies. (2013). Irwin, Scott ; Garcia, Philip ; Adjemian, Michael.
    In: Economic Information Bulletin.
    RePEc:ags:uersib:155381.

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  66. Jumps in Oil Prices: The Role of Economic News. (2013). Elder, John ; Ramchander, Sanjay ; John Elder, Hong Miao,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-09.

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  67. The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective. (2013). MORANA, CLAUDIO.
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-07.

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  68. Measuring Index Investment in Commodity Futures Markets. (2013). Irwin, Scott ; Sanders, Dwight R..
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-05.

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  69. Herding and Speculation in the Crude Oil Market. (2013). Harris, Jeffrey ; Buyuksahin, Bahattin ; Brunetti, Celso ; Celso Brunetti, Bahattin Buyuksahin,, .
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  70. Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung. (2012). Glauben, Thomas ; Pies, Ingo ; Prehn, Soren ; Will, Matthias Georg.
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  71. Die zivilgesellschaftliche Kampagne gegen Finanzspekulationen mit Agrarrohstoffen: Eine wirtschaftsethische Stellungnahme. (2012). Pies, Ingo.
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  72. On Oil Price Shocks: The Role of Storage. (2012). Unsal, Filiz ; Unalmis, Ibrahim.
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  73. The determinants of the recent food price surges – A basic supply and demand model. (2012). Troester, Bernhard .
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  75. Interest rates and the volatility and correlation of commodity prices. (2012). Vigfusson, Robert ; Gruber, Joseph W..
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  76. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
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  77. Súčasné a očakávané budúce trendy prílevu čínskych priamych investícií do Afriky. (2012). Szikorova, Nora .
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  81. Vývoj multilaterálních dohod ve světovém obchodě v kontextu historie až po současnost. (2012). Mrlinova, Monika .
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  83. Nová európska investičná politika a jej dopad na osud bilaterálnych investičných dohôd členských štátov EÚ (2. časť). (2012). Brockova, Katarina .
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  84. Vplyv špekulácií na vývoj cien ropy. (2012). Drutarovska, Jana .
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  85. Právna úprava zdieľania medzinárodných vodných tokov: kritické zhodnotenie. (2012). Csefalvayova, Katarina .
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  86. Tradičné teórie medzinárodných vzťahov ako východisko pre rozvoj teórií európskej integrácie. (2012). Fodorova, Veronika .
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  87. Vplyv subvencií na celkovú užitočnosť v malom a veľkom štáte - neoklasický grafický model. (2012). Grancay, Martin ; Granay, Martin .
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  88. Inštitucionálne modely hospodárskej diplomacie - príklad Nemecka, Rakúska, Švajčiarska a Slovenska. (2012). Kumova, Lucia .
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    RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826.

    Full description at Econpapers || Download paper

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