Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets
AbstractThis paper looks at speculative behavior in one of the largest, and most volatile, international financial markets, petroleum derivatives. It utilizes a large, detailed database on individual trader positions in crude-oil and heating-oil futures markets. The paper is exploratory, focusing on measuring and assessing the tendency of speculators to herd.
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Bibliographic InfoPaper provided by Laval - Recherche en Energie in its series Papers with number 00-01.
Length: 37 pages
Date of creation: 2000
Date of revision:
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FINANCIAL MARKET ; PETROLEUM ; PRICES;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply
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