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Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy

Yao, Wei; Alexiou, Constantinos - In: International review of financial analysis 80 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013366201

On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model

Yao, Wei; Alexiou, Constantinos - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1054-1072

Persistent link: https://www.econbiz.de/10014446544

The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence

Siklos, Pierre L. - In: Economic systems 45 (2021) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012798128

Four essays on Financial market institutions, capital allocation and economic uncertainty

Littke, Helge - 2018

Persistent link: https://www.econbiz.de/10012018983

Global liquidity, financialization and commodity price inflation

Rishabh, Kumar; Sharma, Somnath - In: Journal of international commerce, economics and policy 6 (2015) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011305982

Monetary policy surprises, positions of traders, and changes in commodity futures prices

Gospodinov, Nikolaj; Jamali, Ibrahim - 2013

Using futures data for the period 1990 - 2008, this paper finds evidence that expansionary monetary policy surprises tend to increase crude and heating oil prices, and contractionary monetary policy shocks increase gold and platinum prices. Our analysis uncovers substantial heterogeneity in the...

Persistent link: https://www.econbiz.de/10010201348