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Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports

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Author Info
Sanders, Dwight R.
Boris, Keith
Manfredo, Mark
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File URL: http://www.sciencedirect.com/science/article/B6V7G-4CDS242-1/2/e70a711c902fe0e0da0302b5e4f3b343
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Article provided by Elsevier in its journal Energy Economics.

Volume (Year): 26 (2004)
Issue (Month): 3 (May)
Pages: 425-445
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Handle: RePEc:eee:eneeco:v:26:y:2004:i:3:p:425-445

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  1. Fagan, Stephen & Gencay, Ramazan, 2008. "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper 6677, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. Patrizio Pagano & Massimiliano Pisani, 2006. "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers) 585, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  3. Douwe Kingma & Wim Suyker, 2004. "FAQs about oil and the world economy," CPB Memoranda 104, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
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This page was last updated on 2009-11-7.


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