Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Vassilios Babalos, Mehmet Balcilar
| Year of publication: |
May 2017
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| Authors: | Babalos, Vassilios ; Balcilar, Mehmet |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 126-131
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| Subject: | Commodities markets | Commodities fund flows | Quantile causality | Volatility | Volatilität | Rohstoffmarkt | Commodity market | Schätzung | Estimation | Rohstoffpreis | Commodity price | Kausalanalyse | Causality analysis | Rohstoffderivat | Commodity derivative | Institutioneller Investor | Institutional investor | Welt | World | Warenbörse | Commodity exchange | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807522