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

Cited by (493)

Items 201–300 of 493

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2. What Drives Long-term Oil Market Volatility? Fundamentals versus Speculation
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3. Permanent and transitory price shocks in commodity futures markets and their relation to speculation
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4. The role of financial investors in determining the commodity futures risk premium
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5. Oil and currency volatilities: Co‐movements and hedging opportunities
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6. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications
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7. The Dynamics of Commodity Return Comovements
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8. The Commodities Fetish? Financialisation and Finance Capital in the US Oil Industry
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9. Time-varying co-movements between stock market returns and oil price shocks
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10. Do speculators drive commodity prices away from supply and demand fundamentals?
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11. What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
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12. The impact of oil shocks on the stock market
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13. Oil Price Shocks: A Measure of the Exogenous and Endogenous Supply Shocks of Crude Oil
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14. Improving the Forecasting Accuracy of Crude Oil Prices
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15. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies
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16. OPEC news and jumps in the oil market
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17. Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market
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18. Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets
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19. The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis
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20. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
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21. A structural model of the world oil market
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22. The politics of the globalization backlash: Sources and implications
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23. Dynamic Competition and Arbitrage in Electricity Markets: The Role of Financial Traders
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24. What the current yield curve says, and what the future prices of energy do
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25. Commodity market dynamics: Who's behind booms and busts?
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26. Residential location and education in the United States
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27. Oil, Equities, and the Zero Lower Bound
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28. Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model
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29. Speculation and its impact on liquidity in commodity markets
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30. Price discovery in commodity futures and cash markets with heterogeneous agents
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31. Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?
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32. Crude inventory accounting and speculation in the physical oil market
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33. Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries
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34. APPROACHES TO PRICE FORMATION IN FINANCIALIZED COMMODITY MARKETS
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35. Commodity Price Comovement: The Case of Cotton
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36. Did the Fertilizer Cartel Cause the Food Crisis?
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37. On the Effects of the Ecb's Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve
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38. On the role of commodity futures in portfolio diversification
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39. Price effects of commodity financialization: Review of the evidence
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40. Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model
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41. The role of financial speculation in the energy future markets: A new time-varying coefficient approach
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42. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets
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43. Assessing the Financialization Hypothesis
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44. Energy Price Shocks
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45. The convenience yield under commodity financialization
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46. Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy
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47. Oil Price Shocks and Bank Risk around the World
    Yi Jin, Pengxiang Zhai, Zhaobo Zhu · 2022 · The Energy Journal
48. The Role of Market Expectations in Commodity Price Dynamics: Evidence from Oil Data
    Xin Jin · 2017 · Journal of International Money and Finance
49. Informed Trading in the WTI Oil Futures Market
    Olivier Rousse, Benoît Sévi · 2019 · The Energy Journal
50. Non-linear cointegration between oil and stock prices: The role of interest rates
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51. Trader positions and the price of oil in the futures market
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52. Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates
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53. The Ethics of Financial Speculation in Futures Markets
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54. Moody oil: What is driving the crude oil price?
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55. Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
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56. Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
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57. World Money and Oil: Theoretical and Historical Considerations
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58. Energy market connectedness: A tale of two crises
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59. On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model
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60. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
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61. Time-Varying Term Structure of Oil Risk Premia
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62. Performance ranking (dis)similarities in commodity markets
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63. Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
    Lei Yan, Scott H. Irwin, Dwight R. Sanders · 2018 · Energy Economics
64. Asymmetric spot‐futures price adjustments in grain markets
    Zhige Wu, Alex Maynard, Alfons J. Weersink, Getu Hailu · 2018 · Journal of Futures Markets
65. Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
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66. The Financialization of Food?
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67. Refining the Workhorse Oil Market Model
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68. The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow
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69. Fragmentation in the European Monetary Union: Is it really over?
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70. Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil
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71. The Effect of Financial and Macroeconomic Factors on the Oil Market
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72. Physical Market Conditions, Paper Market Activity, and the WTI-Brent Spread
    Bahattin Büyükşahin, Thomas Kin Man Lee, James T. Moser, Michel A. Robe · 2012
73. Financialization of the Commodities Markets: A Non-technical Introduction
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74. Commodity Prices in Empirical Research
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75. Wavelet-based analysis of guar futures in India: did we kill the golden goose?
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76. Financialization and the drivers of commodity futures returns
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77. Does the Masters Hypothesis Explain Recent Food Price Spikes?
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78. Comovement, Index Investing and the Financialization of Commodities
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79. Systemic risk and oil price volatility shocks
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80. Tail events: A new approach to understanding extreme energy commodity prices
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81. A simple model of global fuel consumption
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82. Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? — Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung
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83. A varying coefficient approach to estimating hedonic housing price functions and their quantiles
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84. The roundabout from interest rates to commodity prices in China: The role of money flow
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85. Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model
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86. Interest Rates and the Volatility and Correlation of Commodity Prices
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87. Arbitrage and the Financial-Physical Nexus in Commodity Markets
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88. El choque petrolero y sus implicaciones en la economía colombiana
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89. An Analysis of the Impact of the Financialization of Commodity Markets
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90. Hedging pressure and oil volatility: Insurance versus liquidity demands
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91. Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression
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92. Investigating factors influencing oil volatility: a GARCH-MIDAS model analysis
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93. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data
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94. Have the causal effects between equities, oil prices, and monetary policy changed over time?
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95. Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
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96. Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil
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97. Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss
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98. The Role of Market Participants in Agricultural Futures Markets
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99. The Role of Financial Investors on Commodity Futures Risk Premium
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100. OPEC
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