Speculation, Returns, Volume and Volatility in Commodities Futures Markets
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Matteo Manera, 2013. "Introduction to a Special issue on "Financial Speculation in the Oil Markets and the Determinants of the Price of Oil"," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
- Matteo Manera, Marcella Nicolini, and Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Österreichische Forschungsstiftung für Internationale Entwicklung (ÖFSE) / Austrian Foundation for Development Research.
- Konrad, Sebastian & Bartsch, Peter, 2015. "Rohstoffspekulation und Nahrungsmittelmarkt," Working Papers 86, Berlin School of Economics and Law, Institute of Management Berlin (IMB).
- Janda, Karel & Krska, Stepan & Prusa, Jan, 2014.
"Odhad nákladů na podporu české fotovoltaické energie
[The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]," MPRA Paper 54108, University Library of Munich, Germany.
- Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
More about this item
KeywordsEnergy; Commodities; Futures markets; Speculation; GARCH; Market depth; Volumes;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fem:femre3:2012.01-07. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (barbara racah). General contact details of provider: http://edirc.repec.org/data/feemmit.html .
We have no references for this item. You can help adding them by using this form .