The Role of Speculation in Oil Markets: What Have We Learned So Far?

Cited by (493)

Items 101–200 of 493

1. Evaluating a Year of Oil Price Volatility
   Troy A. Davig, Nida Çakır Melek, Jun Nie, Andrew Lee Smith, Didem Tüzemen · 2015
2. Oil, Equities, and the Zero Lower Bound
   Deepa Dhume Datta, Benjamin K. Johannsen, Hannah Kwon, Robert John Vigfusson · 2021 · American Economic Journal Macroeconomics
3. Financialisation of natural resources & instability caused by risk transfer in commodity markets
   Toan Luu Duc Huynh, Tobias Burggraf, Muhammad Ali Nasir · 2020 · Resources Policy
4. Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach
   Lijun Wang, Haizhong An, Xiaojia Liu, Xuan Huang · 2015 · Applied Energy
5. Tail events: A new approach to understanding extreme energy commodity prices
   Nicolas Koch · 2014 · Energy Economics
6. Price discovery in agricultural commodity markets: Do speculators contribute?
   Martin T. Bohl, Pierre L. Siklos, Martin Stefan, Claudia Wellenreuther · 2019 · Journal of commodity markets
7. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
   Manabu Asai, Rangan Gupta, Michael J. McAleer · 2019 · Energies
8. Measuring Index Investment in Commodity Futures Markets
   Dwight R. Sanders, Scott H. Irwin · 2013 · The Energy Journal
9. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
   Artur Semeyutin, Giray Gözgör, Chi Keung Marco Lau, Bing Liang Xu · 2021 · Energy Economics
10. Are there really bubbles in oil prices?
    Mehmet Balcılar, Zeynel Abidin Özdemir, Hakan Yetkiner · 2014 · Physica A Statistical Mechanics and its Applications
11. Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets
    Dwight R. Sanders, Scott H. Irwin · 2016 · Journal of Agricultural Economics
12. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives
    Zhenhua Liu, Zhihua Ding, Tao Lv, Jy S. Wu, Qiang Wei · 2018 · Natural Hazards
13. What Does G ranger Causality Prove? A Critical Examination of the Interpretation of G ranger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets
    Stephanie‐Carolin Grosche · 2014 · Journal of Agricultural Economics
14. Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors
    Chul-Yong Lee, Sung‐Yoon Huh · 2017 · Sustainability
15. Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility
    Zhenghui Li, Yaya Su · 2020 · Frontiers in Energy Research
16. Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium
    Xunpeng Shi, Yifan Shen · 2020 · Energy Economics
17. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    Derek W. Bunn, Julien Chevallier, Yannick Le Pen, Benoît Sévi · 2017 · The Energy Journal
18. Financial investor sentiment and the boom/bust in oil prices during 2003–2008
    Ding Du, Xiaobing Zhao · 2016 · Review of Quantitative Finance and Accounting
19. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
    Nikolaos Antonakakis, Tsangyao Chang, Juncal Cuñado, Rangan Gupta · 2017 · Finance research letters
20. Dynamics of Arbitrage
    Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland, Thomas Kin Man Lee, Scott C. Linn · 2018 · Journal of Financial and Quantitative Analysis
21. An integrated model for crude oil forecasting: Causality assessment and technical efficiency
    Xian Yi Cheng, Peng Cheng Wu, Stephen Shaoyi Liao, Xuelian Wang · 2022 · Energy Economics
22. The relation between petroleum product prices and crude oil prices
    Louis H. Ederington, Chitru S. Fernando, Thomas Kin Man Lee, Scott C. Linn, Huiming Zhang · 2020 · Energy Economics
23. The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective
    Claudio Morana · 2013 · The Energy Journal
24. Commodity price risk management and fiscal policy in a sovereign default model
    Bernabé López-Martín, Julio Leal, Andre C. Martinez Fritscher · 2017 · Journal of International Money and Finance
25. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
    Umer Shahzad, Sangram Keshari Jena, Aviral Kumar Tiwari, Buhari Doğan, Cosimo Magazzino · 2022 · Resources Policy
26. Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey
    Manel Hamdi, Chaker Aloui · 2015 · RePEc: Research Papers in Economics
27. Speculation and corn prices
    Xiaoli Liao Etienne, Scott H. Irwin, Philip Garcia · 2018 · Applied Economics
28. Pandemic Shocks and Household Spending*
    David Finck, Peter Tillmann · 2021 · Oxford Bulletin of Economics and Statistics
29. Understanding recent oil price dynamics: A novel empirical approach
    Rita L. D’Ecclesia, Emiliano Magrini, Pierluigi Montalbano, Umberto Triulzi · 2014 · Energy Economics
30. On Oil Price Shocks: The Role of Storage
    Deren Ünalmış, İbrahim Ünalmış, D. Filiz Unsal · 2012 · IMF Economic Review
31. Eileen Appelbaum and Rosemary Batt,Private Equity at Work: When Wall Street Manages Main Street, New York, Russel Sage Foundation, 2014Eileen Appelbaum and Rosemary Batt,Private Equity at Work: When Wall Street Manages Main Street, New York, Russel Sage Foundation, 2014Eileen Appelbaum and Rosemary Batt,Private Equity at Work: When Wall Street Manages Main Street, New York, Russel Sage Foundation, 2014
    Julie Froud, Marco Hauptmeier, Geoffrey Wood · 2015 · Socio-Economic Review
32. Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
    Joseph P. Janzen, Colin Andre Carter, Aaron Douglas Smith, Michael K. Adjemian · 2014 · SSRN Electronic Journal
33. Climate events matter in the global natural gas market
    Yiran Shen, Xiaolei Sun, Qiang Ji, Dayong Zhang · 2023 · Energy Economics
34. Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
    Catherine Kyrtsou, Christina D. Mikropoulou, Angeliki Papana · 2016 · Energy Economics
35. Predicting daily oil prices: Linear and non-linear models
    Wassim Dbouk, Ibrahim Jamali · 2018 · Research in International Business and Finance
36. Common Factors of Commodity Prices
    S. Delle Chiaie, Laurent Ferrara, Domenico Giannone · 2017 · SSRN Electronic Journal
37. INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES
    Joseph W. Gruber, Robert John Vigfusson · 2016 · Macroeconomic Dynamics
38. Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
    Claudio Morana · 2012 · SSRN Electronic Journal
39. What Drives Commodity Price Booms and Busts?
    Hong Kong Institute for Monetary and Financial Research · 2018 · SSRN Electronic Journal
40. The components of the bid‐ask spread: Evidence from the corn futures market
    Quanbiao Shang, Mindy Lyn Mallory, Philip Garcia · 2018 · Agricultural Economics
41. Do net positions in the futures market cause spot prices of crude oil?
    Haoyuan Ding, Hyung-Gun Kim, Sung Yong Park · 2014 · Economic Modelling
42. Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?
    İstemi Berk, Jannes Rauch · 2016 · Energy Economics
43. Financialization of Indian Agricultural Commodities: The Case of Index Investments
    RL, Manogna, Mishra, Aswini Kumar · 2022 · International Journal of Social Economics
44. Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach
    Gema Fernández‐Avilés, José‐María Montero, Lidia Sanchis‐Marco · 2020 · European Journal of Finance
45. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries
    Ahmed H. Elsayed, Gareth Downing, Chi Keung Marco Lau, Xin Sheng · 2022 · International Journal of Finance & Economics
46. Early Warning Systems for World Energy Crises
    Turgut Yokuş · 2024 · Sustainability
47. Is Financial Speculation with Agricultural Commodities Harmful or Helpful? – A Literature Review of Current Empirical Research
    Matthias Georg Will, Sören Prehn, Ingo Pies, Thomas Glauben · 2013 · SSRN Electronic Journal
48. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
    Jozef Baruník, Evžen Kočenda A · 2019 · SSRN Electronic Journal
49. Speculative behaviour and oil price predictability
    Ekaterini Panopoulou, Theologos Pantelidis · 2015 · Economic Modelling
50. Speculative Pressure
    John Hua Fan, Adrián Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre · 2018 · Journal of Futures Markets
51. Does speculation impact what factors determine oil futures prices?
    Fabian Gogolin, Fearghal Kearney · 2016 · Economics Letters
52. Order Flows and Financial Investor Impacts in Commodity Futures Markets
    Mark J. Ready, Robert Ready · 2022 · Review of Financial Studies
53. Crude signals: Asymmetric adjustments in energy markets to global oil price shocks
    Mobeen Ur Rehman, Neeraj Nautiyal, Noha Alessa, Muhammad Kashif, Xuan Vinh Vo · 2025 · Journal of Environmental Management
54. Uncertainty, expectations, and fundamentals: whatever happened to long-term oil prices?
    Bassam A. Fattouh, Pasquale Scaramozzino · 2011 · Oxford Review of Economic Policy
55. A spillover network analysis of the global crude oil market: Evidence from the post-financial crisis era
    Zhi-Yi Ouyang, Qin Zheng, Hong Cao, Tian-Yu Xie, Xingyu Dai, Qunwei Wang · 2021 · Petroleum Science
56. Medium-Term Oil Market Report 2012
    International Energy Agency · 2012 · Medium-term oil market report
57. The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility
    Arjun Chatrath, Hong Miao, Sanjay Ramchander, Tianyang Wang · 2015 · Journal of Forecasting
58. Speculation, planning, and resilience: Case studies from resource-based communities in Western Canada
    Leith Deacon, Kristof Van Assche, Jacob Papineau, Mónica Gruezmacher · 2018 · Futures
59. Analyzing the economic sources of oil price volatility: An out-of-sample perspective
    Fanyi Meng, Li Liu · 2019 · Energy
60. The effects of futures markets on oil spot price volatility in regional US markets
    Dragan Miljković, Cole Goetz · 2020 · Applied Energy
61. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies
    Michael K. Adjemian, Philip Garcia, Scott H. Irwin, Aaron Douglas Smith · 2013 · SSRN Electronic Journal
62. Forecasting WTI crude oil futures returns: Does the term structure help?
    Don Bredın, Conall O’Sullivan, Simon Spencer · 2021 · Energy Economics
63. Forecasting Commodity Prices: Looking for a Benchmark
    Marek Kwas, Michał Rubaszek · 2021 · Forecasting
64. Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysis
    Walid Mensi, Salem Adel Ziadat, Xuan Vinh Vo, Sang Hoon Kang · 2022 · International Journal of Emerging Markets
65. The balance sheet effects of oil market shocks: An industry level analysis
    Khalid ElFayoumi · 2018 · Journal of Banking & Finance
66. How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S.
    Thị Hồng Vân Hoàng, Syed Jawad Hussain Shahzad, Robert Czudaj, Javed Ahmad Bhat · 2019 · The Energy Journal
67. Bubbles in Crude Oil and Commodity Energy Index: New Evidence
    Christos Floros, Georgios Galyfianakis · 2020 · Energies
68. Commentary: The corporation, oil, and the financialization of risk
    Suzana Sawyer · 2012 · American Ethnologist
69. Degree of connectedness and the transfer of news across the oil market and the European stocks
    Agata Kliber, Blanka Łęt · 2021 · Energy
70. The Negative Pricing of the May 2020 WTI Contract
    Adrián Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre · 2022 · The Energy Journal
71. Climate change and crude oil prices: An interval forecast model with interval-valued textual data
    Zishu Cheng, Mingchen Li, Yuying Sun, Yongmiao Hong, Shouyang Wang · 2024 · Energy Economics
72. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
    Ilyes Abid, Stéphane Goutte, Khaled Guesmi, Ibrahim Jamali · 2019 · Energy Policy
73. Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model
    Tokuo Iwaisako, Hayato Nakata · 2017 · Journal of the Japanese and International Economies
74. Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach
    Qin Xiao, Meilan Yan, Dalu Zhang · 2023 · International Review of Financial Analysis
75. Taxing fossil fuels under speculative storage
    Semih Tümen, Deren Ünalmış, İbrahim Ünalmış, D. Filiz Unsal · 2015 · Energy Economics
76. Interpreting the oil risk premium: Do oil price shocks matter?
    Daniele Valenti, Matteo Manera, Alessandro Sbuelz · 2020 · Energy Economics
77. Herding and Speculation in the Crude Oil Market
    Celso Brunetti, Bahattin Bykahin, Jeffrey H. Harris · 2013 · The Energy Journal
78. Liquidity Providers in "Extreme" Periods: High Frequency Machines vs. Human Electronic and Floor Traders
    Vikas Raman, Michel A. Robe, Pradeep K. Yadav · 2014 · SSRN Electronic Journal
79. Characteristics of Petroleum Product Prices: A Survey
    Louis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas Kin Man Lee, Scott C. Linn · 2018 · SSRN Electronic Journal
80. The electric shock: Causes and consequences of electricity prices in the United Kingdom
    Chanaka N. Ganepola, Moade Shubita, Lillian Lee · 2023 · Energy Economics
81. Causes and Implications of Shifts in Financial Participation in Commodity Markets
    Bassam A. Fattouh, Łavan Mahadeva · 2014 · Journal of Futures Markets
82. A financial option perspective on energy security and strategic storage
    Lawrence Haar, Laura Haar · 2019 · Energy Strategy Reviews
83. Which risk factors drive oil futures price curves?
    Matthew Ames, Guillaume Bagnarosa, Tomoko Matsui, Gareth William Peters, Pavel V. Shevchenko · 2020 · Energy Economics
84. Energy futures prices and commodity index investment: New evidence from firm-level position data
    Dwight R. Sanders, Scott H. Irwin · 2014 · Energy Economics
85. Information spillover dynamics of the energy futures market sector: A novel common factor approach
    Duminda Kuruppuarachchi, I. M. Premachandra · 2016 · Energy Economics
86. European Systemic Risk Board
    Aaric Hawke · 2014 · European Union regulations | European Encyclopedia of law
87. The challenges of oil investing: Contango and the financialization of commodities
    Ludwig B. Chincarini, Fabio Moneta · 2021 · Energy Economics
88. The “Necessity” of New Position Limits in Agricultural Futures Markets: The Verdict from Daily Firm‐level Position Data
    Dwight R. Sanders, Scott H. Irwin · 2015 · Applied Economic Perspectives and Policy
89. Endogenous Shifts in OPEC Market Power: A Stackelberg Oligopoly with Fringe
    Daniel Huppmann · 2013 · SSRN Electronic Journal
90. The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review
    Miroslava Zavadska, Lucía Morales, Joseph P. Coughlan · 2018 · International Journal of Financial Studies
91. Financialization, common stochastic trends, and commodity prices
    Moses Mananyi Kupabado, Juergen Kaehler · 2021 · Journal of Futures Markets
92. Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil
    You‐How Go, Wee‐Yeap Lau · 2017 · Resources Policy
93. The global business cycle and speculative demand for crude oil
    Maria Elisabete Neves, Vítor Oliveira, Joana Leite, Carla Henriques · 2021 · China Finance Review International
94. Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility
    Yanran Hong, Jize Yu, Yuquan Su, Lu Wang · 2022 · International Review of Economics & Finance
95. Oil shocks and financial stability in MENA countries
    Ahmed H. Elsayed, Kazi Sohag, Ricardo Magalhaes Sousa · 2024 · Resources Policy
96. Energy profile and oil shocks: a dynamic analysis of their impact on stock markets
    Salem Adel Ziadat, Aktham Maghyereh · 2024 · Eurasian economic review :
97. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil
    Sung Je Byun · 2016 · The Energy Journal
98. The zero lower bound and market spillovers: Evidence from the G7 and Norway
    Evangelos Kyritsis, Apostolos Serletis · 2017 · Research in International Business and Finance
99. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework
    Krzysztof Drachal · 2018 · Energies
100. Too much of a good thing? Speculative effects on commodity futures curves
     Sophie van Huellen · 2018 · Journal of Financial Markets