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Liquidity-induced dynamics in futures markets

Fagan, Stephen; Gençay, Ramazan - 2007

Futures contracts on the New York Mercantile Exchange are the most liquid instruments for trading crude oil, which is the world’s most actively traded physical commodity. Under normal market conditions, traders can easily find counterparties for their trades, resulting in an efficient market...

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

Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis

Arfaoui, Mongi; Raggad, Bechir - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1582-1601

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Betting on black gold : oil speculation and U.S. inflation : 2020-2022

Breman, Carlotta; Storm, Servaas - In: International journal of political economy : a journal … 52 (2023) 2, pp. 153-180

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The role of financial speculation in the energy future markets : a new time-varying coefficient approach

Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122

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Degree of integration between brent oil spot and futures markets : intraday evidence

Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826

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Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

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Does the S&P500 index lead the crude oil dynamics? : a complexity-based approach

Kyrtsou, Catherine; Mikropoulou, Christina; Papana, Angeliki - In: Energy economics 56 (2016), pp. 239-246

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Who poisons the pool? : time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets

Ngene, Geoffrey M.; Lee Kim, Yea; Wang, Jinghua - In: Economic modelling 81 (2019), pp. 136-147

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Breaks in term structures : evidence from the oil futures markets

Horváth, Lajos; Liu, Zhenya; Miller, Curtis; Tang, Weiqing - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2317-2341

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Does futures speculation destabilize spot prices? : new evidence for commodity markets

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