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Commodity derivative
Speculation
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ECONIS (ZBW)
296
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1
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
2
Crude oil futures markets : another look into traders' positions
Tokic, Damir
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 321-342
Persistent link: https://www.econbiz.de/10010259393
Saved in:
3
Futures markets,
speculation
and the destabilisation of commodity sectors : a comprehensive analysis
Jégourel, Yves
;
Verdié, Jean-François
- In:
International journal of economics and accounting : IJEA
6
(
2015
)
4
,
pp. 3380-391
Persistent link: https://www.econbiz.de/10011550248
Saved in:
4
What drives long-term oil market volatility? : fundamentals versus
speculation
Yin, Libo
;
Zhou, Yimin
-
2016
This paper explores the role of
speculation
and economy fundamentals in the oil market using a two-component GARCH …
Persistent link: https://www.econbiz.de/10011514262
Saved in:
5
Portfolio
speculation
and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
6
What drives long-term oil market volatility? : fundamentals versus
Speculation
Yin, Libo
;
Zhou, Yimin
-
2016
This paper explores the role of
speculation
and economy fundamentals in the oil market using a two-component GARCH …
Persistent link: https://www.econbiz.de/10011413340
Saved in:
7
Roles of commodity futures derivatives and financial crises in global food security
Sosoo, Victor Edem
;
Okorie, David Iheke
;
Chen, Haiqiang
- In:
Economic and political studies : EPS
9
(
2021
)
3
,
pp. 336-357
Persistent link: https://www.econbiz.de/10012622590
Saved in:
8
The role of commodity
speculation
and household debt accumulation during financialization : a Classical-Keynesian analysis
Di Bucchianico, Stefano
- In:
Cambridge journal of economics
46
(
2022
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10013187431
Saved in:
9
Does futures
speculation
destabilize spot prices? : new evidence for commodity markets
Bohl, Martin T.
;
Stephan, Patrick Maurice
- In:
Journal of agricultural and applied economics
45
(
2013
)
4
,
pp. 595-616
Persistent link: https://www.econbiz.de/10010207641
Saved in:
10
Speculation
and corn prices
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Applied economics
50
(
2018
)
44
,
pp. 4724-4744
Persistent link: https://www.econbiz.de/10012061614
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