The DOI matches its Crossref record; 62 of the 62 references it cites were found in a registry or an index.
Speculators, commodities and cross-market linkages
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Citations
Cites
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
No Contagion, Only Interdependence: Measuring Stock Market Comovements
Forbes, K. J., & Rigobon, R. (2002) · The Journal of Finance · doi:10.1111/0022-1082.00494 · Cited by 4,615
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Kilian, L. (2009) · American Economic Review · doi:10.1257/aer.99.3.1053 · Cited by 4,608
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
Pesaran, M. H., & Shin, Y. (2012) · Econometrics and Economic Theory in the 20th Century · doi:10.1017/ccol521633230.011 · Cited by 3,937
Allen, C. L., & Friedman, M. (1954) · Southern Economic Journal · doi:10.2307/1053873 · Cited by 3,204
Extreme Correlation of International Equity Markets
Longin, F. M., & Solnik, B. H. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00340 · Cited by 2,611
Critical Values for Cointegration Tests
MacKinnon, J. G., & MacKinnon, J. G. (2010) · RePEc: Research Papers in Economics · doi:10.22004/ag.econ.273723 · Cited by 2,569
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
Kilian, L., & Park, C. (2009) · International Economic Review · doi:10.1111/j.1468-2354.2009.00568.x · Cited by 1,836
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
Kilian, L., & Murphy, D. P. (2014) · Journal of Applied Econometrics · doi:10.1002/jae.2322 · Cited by 1,472
Cited by
Financialization of commodity markets
Cheng, I.-H., & Xiong, W. (2014) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-110613-034432 · Cited by 810
Financialization, crisis and commodity correlation dynamics
Silvennoinen, A., & Thorp, S. (2013) · Journal of International Financial Markets, Institutions and Money · doi:10.1016/j.intfin.2012.11.007 · Cited by 650
A model of financialization of commodities
BASAK, S., & PAVLOVA, A. (2016) · The Journal of Finance · doi:10.1111/jofi.12408 · Cited by 595
The Role of Speculation in Oil Markets: What Have We Learned So Far?
Fattouh, B., Kilian, L., & Mahadeva, L. (2013) · The Energy Journal · doi:10.5547/01956574.34.3.2 · Cited by 491
Index Funds, Financialization, and Commodity Futures Markets
Irwin, S. H., & Sanders, D. R. (2011) · Applied Economic Perspectives and Policy · doi:10.1093/aepp/ppq032 · Cited by 488
Metadata
- Authors
- Büyükşahin, B., & Robe, M. A.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 2014-04
- Volume
- 42
- Pages
- 38-70
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W3125234910
- Cited by
- 616
- References
- 62
- FWCI
- 121.80
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.