THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

Cited by (1,477)

Items 201–300 of 1,477

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33. Dynamic response pattern of gold prices to economic policy uncertainty
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36. Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
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41. Forecasting the real prices of crude oil using robust regression models with regularization constraints
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42. Risk Premia in Crude Oil Futures Prices
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43. An Empirical Analysis of the Relationships between Crude Oil,Gold and Stock Markets
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45. Is the recent low oil price attributable to the shale revolution?
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46. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
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47. Financials threaten to undermine the functioning of emissions markets
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48. Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
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49. Economic determinants of oil futures volatility: A term structure perspective
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50. Do Financial Investors Destabilize the Oil Price?
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51. The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil
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52. Demand effects and speculation in oil markets: Theory and evidence
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53. Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings
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54. Oil price shocks and EMU sovereign yield spreads
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56. Not All Political Relation Shocks Are Alike: Assessing The Impacts of Us-China Tensions On The Oil Market
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57. The impact of oil price shocks on the term structure of interest rates
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58. Oil Prices and Personal Consumption Expenditures: Does the Source of the Shock Matter?
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59. Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning
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60. Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective
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61. Macroeconomic Effects of Precautionary Demand for Oil
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62. Financialization of metal markets: Does futures trading influence spot prices and volatility?
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63. Limit pricing and the (in)effectiveness of the carbon tax
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64. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis
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65. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
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66. On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility
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67. Commodity Price Comovement and Financial Speculation: The Case of Cotton
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68. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
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69. Analyzing dynamic impacts of different oil shocks on oil price
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70. What Drives Oil Prices? Emerging versus Developed Economies
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71. Energy Transition Metals: Bottleneck for Net-Zero Emissions?
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72. Identification of Structural Vector Autoregressions by Stochastic Volatility
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74. The Simple Economics of Commodity Price Speculation
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75. Impacts of oil price shocks on Chinese stock market liquidity
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