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A bitter brew? : futures speculation and commodity prices

Bos, Jaap W. B.; Molen, Maarten van der - 2012

Persistent link: https://www.econbiz.de/10009630385

A Bitter Brew? Futures Speculation and Commodity Prices

Bos, Jaap W.B. - 2015

We introduce a new approach to measuring the possible impact of futures speculation on spot commodity prices. We advocate the use of a non-parametric, highly flexible empirical model for measuring this impact, in order to account for possible non-linearity in the transmission from futures to...

Persistent link: https://www.econbiz.de/10013036025

The relationship between crude oil spot and futures prices : cointegration, linear and nonlinear causality Stelios D. Bekiros; Cees G. H. Diks

Bekiros, Stelios D.; Diks, Cees G. H. - In: Energy economics 30 (2008) 5, pp. 2673-2685

Persistent link: https://www.econbiz.de/10003774167

Oil prices, speculation, and fundamentals : interpreting causal relations among spot and futures prices

Kaufmann, Robert Kurt; Ullman, Ben - In: Energy economics 31 (2009) 4, pp. 550-558

Persistent link: https://www.econbiz.de/10003867816

The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model

Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309

Persistent link: https://www.econbiz.de/10009673749

Testing for adjustment costs and regime shifts in BRENT crude futures market

Mamatzakis, Emmanuel C.; Remoundos, P. - In: Economic modelling 28 (2011) 3, pp. 1000-1008

Persistent link: https://www.econbiz.de/10009271301

Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price

Lee, Wo-Chiang; Lee, Jhuo-Ying - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1299-1312

Persistent link: https://www.econbiz.de/10012599720

Forecasting volatility returns of oil price using gene expression programming approach

Amo Baffour, Alexander; Jingchun, Feng; Fan, Liwei; … - In: Journal of time series econometrics 11 (2019) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10012022879

Do futures prices help forecast the spot price?

Jin, Xin - In: The journal of futures markets 37 (2017) 12, pp. 1205-1225

Persistent link: https://www.econbiz.de/10011951030

Re-examining the movements of crude oil spot and futures prices over time

Holmes, Mark J.; Otero, Jesús G. - In: Energy economics 82 (2019), pp. 224-236

Persistent link: https://www.econbiz.de/10012173925

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