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Futures basis, scarcity and commodity price volatility : an empirical analysis

Brooks, Chris; Lazar, Emese; Prokopczuk, Marcel; … - 2011

Persistent link: https://www.econbiz.de/10009375426

Futures basis, inventory and commodity price volatility : an empirical analysis

Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663

Persistent link: https://www.econbiz.de/10009673627

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

Did long-short investors destabilize commodity markets

Miffre, Joëlle; Brooks, Chris - 2013

Persistent link: https://www.econbiz.de/10009782761

Futures Basis, Inventory and Commodity Price Volatility : An Empirical Analysis

Symeonidis, Lazaros - 2013

We employ a large dataset of physical inventory data on 21 different commodities for the period 1993-2011 to empirically analyze the behaviour of commodity prices and their volatility as predicted by the theory of storage. We examine two main issues. First, we analyze the relationship between...

Persistent link: https://www.econbiz.de/10013092243