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not properly react to unambiguous corporate actions. -- Speculation ; Chinese Stock Market ; Market segmentation ; Event …
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We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...
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What is the role of financial speculation in determining the real oil price? We find that while macroeconomic shocks … a much larger role for financial shocks than previously noted in the literature. -- Oil Price ; Financial speculation …
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focused on the definition of speculation while others examined the relationship between oil prices and the behavior of trading … shale oil production, the importance of speculation in ensuring an equilibrium in the US crude oil market has consequently …
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This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long … speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …
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