speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …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 …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 …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 …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 …

CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in …

CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in … ; Futures Markets ; Financial Speculation ; Multivariate GARCH …

speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …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 …

CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in …

speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …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 …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 …