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Energy markets׳ financialization, risk spillovers, and pricing models
Creti, Anna; Khuong Nguyen, Duc - Université Paris-Dauphine (Paris IX) - 2015
Persistent link: https://www.econbiz.de/10011199610
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Liquidity and volatility in the American crude oil futures market
Riva, Fabrice; Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2004
This article focuses on the impact of derivative markets on the American crude oil market. It first analyses the depth and liquidity of the market, and shows that there is a huge increase in activity from 1989 to 2003. Then the study focuses on prices volatility. The latter is separated into two...
Persistent link: https://www.econbiz.de/10010707195
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Volatilité et liquidité sur le marché du pétrole brut
Lautier, Delphine; Riva, Fabrice - Université Paris-Dauphine (Paris IX) - 2004
Persistent link: https://www.econbiz.de/10010707405
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Price relationships in crude oil futures: new evidence from CFTC disaggregated data
Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2013
This paper attempts to reconcile two strands of literature on oil and speculation: one that posits the predominance of … statistically the possibility of speculation among the main reasons behind the 2008 oil price swing. We also explicitly recognize … strands of literature on oil and speculation: one that posits the predominance of supply/demand fundamentals, and one that …
Persistent link: https://www.econbiz.de/10010707481
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Liquidity and volatility in the American crude oil futures market
Riva, Fabrice; Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2004
This article focuses on the impact of derivative markets on the American crude oil market. It first analyses the depth and liquidity of the market, and shows that there is a huge increase in activity from 1989 to 2003. Then the study focuses on prices volatility. The latter is separated into two...
Persistent link: https://www.econbiz.de/10010707550
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Les opérations de metallgesellschaft sur les marchés à terme de produits pétroliers : spéculation ou couverture ?
Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 1998
An analysis focusing on the financial aspects is proposed for the strategy initiated by Metallgesellschaft (MG) in 1993-94 on American petroleum markets. According to a specific definition of hedging, and on the basis of a detailed survey of the facts, this strategy is described as speculative....
Persistent link: https://www.econbiz.de/10011072448
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“Excessive speculation” in commodities derivatives markets: Boundary work around acceptable versus non acceptable practices
Huault, Isabelle; Rainelli, Hélène - Université Paris-Dauphine (Paris IX) - 2014
Adopting an historical perspective, we propose to study the way recurrent debates regarding the “excessive speculation … repeat itself, at least not in the exact way. However, many of the issues faced by markets regarding speculation are not … worldviews. The most persistent feature of the controversy lies in the role of speculation, sometimes seen as beneficial to the …
Persistent link: https://www.econbiz.de/10011082442