four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long …

investigating market characteristics in each period. …

This paper provides an analysis of the link between the global market for crude oil and oil futures risk premium at the … the risk they are taking on? This work is based on a Structural Vector Autoregressive (SVAR) model of the crude oil market … that the historical decline of the risk premium can be modelled as a part of endogenous eff ect of the oil market driven …

In this work, we propose an analysis of the global market for crude oil based on a revised version of the Structural … market shock. This new shock is designed to capture an unanticipated change in the benefit of holding crude oil inventories … that is driven by financial incentives. We find evidence that financial market shocks have played an important role in …

spot prices for the selected metals, including aluminum, copper, lead, nickel, tin, zinc, gold, silver, palladium and …

European carbon market. We develop and use a model combining fundamental drivers associated with the demand for quotas by … suggest the existence of a supply-side effect for credits, and explain it by the flexibility in the related market. The impact …