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Herding and Speculation in the Crude Oil Market

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The Energy Journal Volume 34 (2013) Number 3

Persistent link: https://www.econbiz.de/10010857016

Speculators, prices, and market volatility

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1545-1574

Persistent link: https://www.econbiz.de/10011665133

Physical Markets, Paper Markets and the WTI-Brent Spread

Buyuksahin, Bahattin; Lee, Thomas K.; Moser, James T.; … - In: The Energy Journal Volume 34 (2013) Number 3

Persistent link: https://www.econbiz.de/10010856980

The financialization of food?

Bruno, Valentina G.; Buyuksahin, Bahattin; Robe, Michel A. - In: American journal of agricultural economics 99 (2017) 1, pp. 243-264

Persistent link: https://www.econbiz.de/10011761199

The dollar’s ”Convenience Yield”

Robe, Michel A. - In: Finance research letters 48 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013461710

Do Speculators Drive Crude Oil Futures Prices?

Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The Energy Journal Volume 32 (2011) Number 2

Persistent link: https://www.econbiz.de/10008914801

The prevalence, sources, and effects of herding

Boyd, Naomi E.; Buyuksahin, Bahattin; Haigh, Michael S.; … - In: The journal of futures markets 36 (2016) 7, pp. 671-694

Persistent link: https://www.econbiz.de/10011568531

Commodity index trading and hedging costs

Brunetti, Celso; Reiffen, David - In: Journal of Financial Markets 21 (2014) C, pp. 153-180

Trading by commodity index traders (CITs) has become an important aspect of financial markets over the past 10 years. We develop an equilibrium model of trader behavior that relates uninformed CIT trading to futures prices. A key implication of the model is that CIT trading reduces the cost of...

Persistent link: https://www.econbiz.de/10011116727

Economic volatility and financial markets : The case of mortgage‐backed securities

Antinolfi, Gaetano; Brunetti, Celso - In: Financial Markets, Institutions & Instruments 28 (2019) 2, pp. 85-113

Persistent link: https://www.econbiz.de/10012090166

Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis

Brunetti, Celso; Filippo, Mario di; Harris, Jeffrey H. - In: Review of Financial Studies 24 (2011) 6, pp. 2053-2083

We explore whether central bank intervention improves liquidity in the interbank market during the current subprime crisis with unique trade and quote data from the e-MID, the only regulated electronic interbank market in the world. Central bank intervention consistently creates greater...

Persistent link: https://www.econbiz.de/10010535045