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Reszat, Beate - In: Intereconomics : review of European economic policy 32 (1997) 6, pp. 259-263

Persistent link: https://www.econbiz.de/10001230233

Price Volatility, Speculation and Excessive Speculation in Commodity Markets : Sheep or Shepherd Behaviour?

Algieri, Bernardina - 2012

The present study aims to investigate the dynamics of primary commodity prices and the role of speculation over time …. 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 …

Persistent link: https://www.econbiz.de/10013105680

Does Futures Speculation Destabilize Commodity Markets?

Kim, Abby - 2016

This paper examines how speculative futures trading affects commodity markets in terms of price impacts, volatility, and market quality. Contrary to the popular belief that speculators are responsible for the recent commodity price fluctuation, my analysis finds no evidence that speculators...

Persistent link: https://www.econbiz.de/10013006949

The Fundamental, Speculative and Macroeconomic Determinants of Variance and Skew Risk Premia in Oil Market

Pirrong, Craig - 2018

Using the model-independent approaches of Trolle and Schwartz (2008) and Kozhan et al (2013), we estimate the Variance Risk Premium and Skew Risk Premium for oil market. After estimation, the contribution of the paper is twofold. First, we try to figure out which variables can describe the...

Persistent link: https://www.econbiz.de/10012920696