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Timing the market : how to profit in the stock market using the yield curve, technical analysis, and cultural indicators

Weir, Deborah J. - 2006

Persistent link: https://www.econbiz.de/10002764215

Trading based on knowing the WASDE report in advance

Milacek, Trent T.; Brorsen, B. Wade - In: Journal of agricultural and applied economics : JAEE 49 (2017) 3, pp. 400-415

Persistent link: https://www.econbiz.de/10011737693

Speculation, hedging and commodity price forecasts

Labys, Walter C.; Granger, C. W. J. - 1970

Persistent link: https://www.econbiz.de/10000571163

Speculative behaviour and oil price predictability

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136

Persistent link: https://www.econbiz.de/10011438977

Liquidity-induced dynamics in futures markets

Fagan, Stephen; Gençay, Ramazan - 2007

liquid instrument suffers from liquidity shocks that induce periods of increased volatility and significant return …

Persistent link: https://www.econbiz.de/10011523414

Asymmetry, realised volatility and stock return risk estimates

Grané, Aurea; Veiga, Helena - In: Portuguese economic journal 11 (2012) 2, pp. 147-164

Persistent link: https://www.econbiz.de/10009581964

[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]

Malkiel, Burton G. - In: Journal of economic literature 39 (2001) 3, pp. 945-946

Persistent link: https://www.econbiz.de/10001612432

The Forecasting Performance of Regime-Switching Models of Speculative Behavior for Exchange Rates

Panopoulou, Ekaterini - 2012

This study provides evidence of periodically collapsing bubbles in the British pound to US dollar exchange rate in the post-1973 period. We develop two- and three-state regime-switching models that relate the expected exchange rate return to the bubble size and to an additional explanatory...

Persistent link: https://www.econbiz.de/10013106252

Forecasting Oil Futures Market Volatility in a Financialized World : Why Speculative Activities Matter

Chan, Kam C. - 2018

We analyze the relation between volatility and speculative activities in the crude oil futures market and provide short …-term forecasts accordingly. By incorporating trading volume and opening interest (speculative ratio) into the volatility dynamics, we … document the subtle interaction between the two measures of which the volatility-averse behavior of speculative activities …

Persistent link: https://www.econbiz.de/10012908948

Forecasting oil and gold volatilities with sentiment indicators under structural breaks

Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013201953

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