Similar Search Results

Financial investor sentiment and the boom/bust in oil prices during 2003-2008

Du, Ding; Zhao, Xiaobing - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 331-361

Persistent link: https://www.econbiz.de/10011796627

The oil price-macroeconomy relationship since the mid-1980s : a global perspective

Morana, Claudio - In: The energy journal 34 (2013) 3, pp. 153-189

Persistent link: https://www.econbiz.de/10009771872

Evidence of speculation in world oil prices

Roberts, Dale; Ryan, Laura - In: Australian journal of management 40 (2015) 4, pp. 630-651

Persistent link: https://www.econbiz.de/10011479057

Interpreting the oil risk premium : do oil price shocks matter?

Valenti, Daniele; Manera, Matteo; Sbuelz, Alessandro - In: Energy economics 91 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012518589

Interpreting the oil risk premium : do oil price shocks matter?

Valenti, Daniele; Manera, Matteo; Sbuelz, Alessandro - 2018

This paper provides an analysis of the link between the global market for crude oil and oil futures risk premium at the aggregate level. It off ers empirical evidence on whether the compensation for risk required by the speculators depends on the type of the structural shock of interest....

Persistent link: https://www.econbiz.de/10011794500

Forecasting Oil Futures Market Volatility in a Financialized World : Why Speculative Activities Matter

Chan, Kam C. - 2018

We analyze the relation between volatility and speculative activities in the crude oil futures market and provide short …-term forecasts accordingly. By incorporating trading volume and opening interest (speculative ratio) into the volatility dynamics, we … document the subtle interaction between the two measures of which the volatility-averse behavior of speculative activities …

Persistent link: https://www.econbiz.de/10012908948