What explains the growth in commodity derivatives?
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References listed on IDEAS
- Lutz Kilian, 2009.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
American Economic Review,
American Economic Association, vol. 99(3), pages 1053-1069, June.
- Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers.
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- Girardi, Daniele, 2012. "Do financial investors affect the price of wheat?," MPRA Paper 40285, University Library of Munich, Germany.
- Nijman, Luuk, 2012. "The impact of the new wave of financial regulation for European energy markets," Energy Policy, Elsevier, vol. 47(C), pages 468-477.
- Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014.
"Derivatives holdings and systemic risk in the U.S. banking sector,"
Journal of Banking & Finance,
Elsevier, vol. 45(C), pages 84-104.
- MarÃa RodrÃguez-Moreno & Sergio Mayordomo & Juan Ignacio PeÃ±a, 2012. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers 21/12, School of Economics and Business Administration, University of Navarra.
- Girardi, Daniele, 2012. "A brief essay on the financialization of agricultural commodity markets," MPRA Paper 44771, University Library of Munich, Germany.
- Argenton, Cédric & Willems, Bert, 2015. "Exclusion through speculation," International Journal of Industrial Organization, Elsevier, vol. 39(C), pages 1-9.
- Carfí, David & Musolino, Francesco, 2014. "Speculative and hedging interaction model in oil and U.S. dollar markets with financial transaction taxes," Economic Modelling, Elsevier, vol. 37(C), pages 306-319.
- Halova Wolfe, Marketa & Rosenman, Robert, 2014. "Bidirectional causality in oil and gas markets," Energy Economics, Elsevier, vol. 42(C), pages 325-331.
- Gatfaoui, Hayette, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Energy Economics, Elsevier, vol. 53(C), pages 5-16.
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KeywordsOver-the-counter markets ; Derivative securities ; Commodity futures;
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