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financial speculation on the markets for agricultural com-modities. According to the current state of research, there is little … supporting evidence that the recent increase in financial speculation has caused either a)of the price level, or (b) the price … claims that financial speculation has detrimental effects and should be forbidden, seems to be a false alarm. Those who are …
Persistent link: https://www.econbiz.de/10011784196
Persistent link: https://www.econbiz.de/10011758136
Hunger in der Welt wirksam be-kämpfen will, muss realwirtschaftlich dafür Sorge tragen, dass das Angebot an Nah … financial speculation on the markets for agricul-tural commodities: According to this current state of research, there is little … evidence for the point of view that the recent increase in financial speculation has caused (a) the price level or (b) the …
Persistent link: https://www.econbiz.de/10011784178
and volatilities of 28 commodities for three maturities, from January 2006 to March 2015, in relation to three speculation … is mostly negative, i.e. more speculation is followed by lower volatilities. This is particularly true if the Working … index used as speculation proxy. The majority of destabilizing effects (positive relations) if any, is found in livestock …
Persistent link: https://www.econbiz.de/10012903961
from the supply side, biofuel production from the demand side, and speculation in commodity futures from the market side … speculation in commodity futures are not yet well understood. However, speculative trading in commodity futures should not be … nonmarket contexts that guide the behavioral and strategic choices of speculators. Whereas speculation caused by manipulative …
Persistent link: https://www.econbiz.de/10010323663
from the supply side, biofuel production from the demand side, and speculation in commodity futures from the market side … speculation in commodity futures are not yet well understood. However, speculative trading in commodity futures should not be … nonmarket contexts that guide the behavioral and strategic choices of speculators. Whereas speculation caused by manipulative …
Persistent link: https://www.econbiz.de/10009487854
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
CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in …
Persistent link: https://www.econbiz.de/10010343837
CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in … ; Futures Markets ; Financial Speculation ; Multivariate GARCH …
Persistent link: https://www.econbiz.de/10009535531
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/10013081164