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Black Gold & Fool´s Gold: Speculation in the Oil Futures Market
Parsons, John - In: ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN … (2010)
what is known about the level of speculation in the paper oil market. We then analyze the dynamics of the term structure of …
Persistent link: https://www.econbiz.de/10009018082
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The Impact of Speculators' Activity on Crude Oil Futures Prices
Gurrib, Ikhlaas - 2007
Using a VECM model, findings indicate significant short-run causality running from speculators' trading activity to futures prices. However, the magnitude of this effect was small. Long-run causality, on the other hand, runs from prices to speculators' activity and not vice versa, whenever spot...
Persistent link: https://www.econbiz.de/10012731107
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Standard Deviation or Variance : The Better Proxy of Risk for Large Hedgers and Speculators in the U.S. Futures Markets
Gurrib, Ikhlaas - 2007
Using CFTC's COT data, both GARCH and PARCH volatility based models found the lagged volatility and news about volatility from previous month to be significant in explaining large hedgers' and speculators' volatility. The greater reliance on the ARCH term for speculators' suggested their greater...
Persistent link: https://www.econbiz.de/10012731184
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Securities Transaction Taxes and Financial Markets
Habermeier, Karl - 2006
This paper argues that securities transaction taxes throw sand not in the wheels, but into the engine of financial markets where the transformation of latent demands into realized transactions takes place. The paper considers the impact of transaction taxes on financial markets in the context of...
Persistent link: https://www.econbiz.de/10012782887
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Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
Sehgal, Sanjay; Rajput, Namita; Deisting, Florent - In: The International Journal of Business and Finance Research 7 (2013) 3, pp. 57-75
This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover twelve actively traded commodities including agriculture, metal and energy and four commodity indices. Price discovery is confirmed for eight commodities and three indices with a...
Persistent link: https://www.econbiz.de/10010938525
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The Development of the State Bond Market
Alexander, Ivanter; Anatoly, Peresetsky - EERC Research Network, Russia and CIS - 1999
In this paper we study relations between various segments of the Russian financial market (GKO market, currency market, interbank loans market and stock market). We pay special attention to the GKO market, which is remarkable for its volume and significance. We consider relations of the GKO...
Persistent link: https://www.econbiz.de/10005121382
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Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges
Uppal, Jamshed Y.; Mangla, Inayat U. - In: Lahore Journal of Economics 11 (2006) 2, pp. 79-105
This study examines the regulatory intervention in India and Pakistan in response to episodes of excessive market volatility and manipulation and its effectiveness in achieving declared objectives. Our empirical analysis indicates that while the Indian regulatory agencies seem to have achieved...
Persistent link: https://www.econbiz.de/10010905763
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Exchange rate volatility and optimal central bank intervention
Tseng, Hui-Kuan - In: Economia Internazionale / International Economics 61 (2008) 4, pp. 729-754
intervention is generally insensitive to the degrees of price flexibility, capital mobility, speculation, and central bank …
Persistent link: https://www.econbiz.de/10004981529
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Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges
Uppal, Jamshed Y.; Mangla, Inayat U. - In: Lahore Journal of Economics 11 (2006) 2, pp. 79-105
This study examines the regulatory intervention in India and Pakistan in response to episodes of excessive market volatility and manipulation and its effectiveness in achieving declared objectives. Our empirical analysis indicates that while the Indian regulatory agencies seem to have achieved...
Persistent link: https://www.econbiz.de/10010587938
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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