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Crude oil : commodity or financial asset?
Kolodziej, Marek; Kaufmann, Robert Kurt; Kulatilaka, Nalin - In: Energy economics 46 (2014), pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
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Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li; Fan, Ying; Ji, Qiang - In: Finance research letters 46 (2022) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
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Does crude oil price, financial development, and trade openness reflect on African oil-rich countries' economic growth?
Krouso, Ahmed; Nanthakumar Loganathan; Yogeeswari … - In: Croatian economic survey 25 (2023) 2, pp. 5-39
Persistent link: https://www.econbiz.de/10014502389
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How does climate policy uncertainty affect financial markets? : evidence from Europe
Tedeschi, Marco; Foglia, Matteo; Bouri, Elie; Dai, Peng-Fei - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015065789
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Macro wine in financial skins: the Oil-FX interdependence
Weber, Enzo - 2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature takes a financial markets perspective using daily data. The fast-running simultaneousimpacts are...
Persistent link: https://www.econbiz.de/10010263739
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Asset bubbles without dividends : an experiment
Oechssler, Joerg - 2007
Bubbles in asset markets have been documented in numerous experimental studies. However, all experiments in which … bubbles occur pay dividends after each trading day. In this paper we study whether bubbles can occur in markets without … may have inside information, and (2) the option to communicate with other traders. We find that bubbles can indeed occur …
Persistent link: https://www.econbiz.de/10003592714
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Compensation schemes, liquidity provision, and asset prices : an experimental analysis
Baghestanian, Sascha; Gortner, Paul; Massenot, Baptiste - 2015
limited liability investors contribute to asset price bubbles by increasing liquidity provision and that caps fail to tame … bubbles. Overall, giving investors skin in the game fosters financial stability. …
Persistent link: https://www.econbiz.de/10010530580
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The bull of Wall Street : experimental analysis of testosterone and asset trading
Nadler, Amos; Jiao, Peiran; Alexander, Veronika; … - 2016
Persistent link: https://www.econbiz.de/10011553705
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Special commentary: a note on credit market bubbles
Altman, Edward I.; Kuehne, Brenda J. - In: International journal of banking, accounting and finance 5 (2013/2014) 4, pp. 329-341
Persistent link: https://www.econbiz.de/10011483495
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A model of financial bubbles and drawdowns with non-local behavioral self-referencing
Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021
We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...
Persistent link: https://www.econbiz.de/10012800780