Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
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Citations
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Cited by:
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013.
"Futures price volatility in commodities markets: The role of short term vs long term speculation,"
DEM Working Papers Series
042, University of Pavia, Department of Economics and Management.
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- Marcella Nicolini & Matteo Manera & Ilaria Vignati, 2013. "Detecting speculation in volatility of commodities futures markets," EcoMod2013 5125, EcoMod.
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