The impact of fundamental and financial traders on the term structure of oil
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DOI: 10.1016/j.eneco.2015.01.001
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- Heidorn, Thomas & Mokinski, Frieder & Rühl, Christoph & Schmaltz, Christian, 2014. "The impact of fundamental and financial traders on the term structure of oil," Frankfurt School - Working Paper Series 209, Frankfurt School of Finance and Management.
References listed on IDEAS
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Citations
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Cited by:
- van Huellen, Sophie, 2019.
"Price discovery in commodity futures and cash markets with heterogeneous agents,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 1-13.
- Sophie van Huellen, 2018. "Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents," Working Papers 213, Department of Economics, SOAS, University of London, UK.
- Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng, 2016. "Disentangling the determinants of real oil prices," Energy Economics, Elsevier, vol. 56(C), pages 363-373.
- Baruník, Jozef & Malinská, Barbora, 2016.
"Forecasting the term structure of crude oil futures prices with neural networks,"
Applied Energy, Elsevier, vol. 164(C), pages 366-379.
- Jozef Barunik & Barbora Malinska, 2015. "Forecasting the term structure of crude oil futures prices with neural networks," Papers 1504.04819, arXiv.org.
- Jozef Barunik & Barbora Malinska, 2015. "Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks," Working Papers IES 2015/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- van Huellen, Sophie, 2020.
"Too much of a good thing? Speculative effects on commodity futures curves,"
Journal of Financial Markets, Elsevier, vol. 47(C).
- Sophie van Huellen, 2018. "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers 211, Department of Economics, SOAS, University of London, UK.
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More about this item
Keywords
WTI; Price speculation; Oil price rise; Market integration;All these keywords.
JEL classification:
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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