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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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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
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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
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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
Persistent link: https://www.econbiz.de/10011623721
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Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
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Commodity price comovement and financial speculation : the case of cotton
Janzen, Joseph P.; Smith, Aaron D.; Carter, Colin Andre - In: American journal of agricultural economics 100 (2018) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011959365
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The role of index traders in the financialization of commodity markets : a behavioral finance approach
Aït-Youcef, Camille; Joëts, Marc - In: Energy economics 136 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015046650
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Financialization and the rise in co-movement of commodity prices
Pradhananga, Manisha - In: International review of applied economics 30 (2016) 5, pp. 547-566
Persistent link: https://www.econbiz.de/10011569282
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Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 579-605
Persistent link: https://www.econbiz.de/10011595689
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Futures price volatility in commodities markets : the role of short term vs long term speculation
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2013
This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long … speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …
Persistent link: https://www.econbiz.de/10009756298