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Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets

Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10001218112

Financialization of commodity markets

Cheng, Ing-Haw; Xiong, Wei - In: Annual review of financial economics 6 (2014), pp. 419-441

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The financialization of commodity markets

Cheng, Ing-haw; Xiong, Wei - 2013

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Price volatility, speculation and excessive speculation in commodity markets : sheep or shepherd behaviour?

Algieri, Bernardina - 2012

. In particular the relationship between speculation and price volatility on the one side, and the linkage between … excessive speculation and price volatility on the other side, is carefully examined with the scope to establish whether … volatility drives speculation or speculation drives price volatility, or whether there are no linkages between the two variables …

Persistent link: https://www.econbiz.de/10009540736