Hedging or speculation in derivative markets: the case of energy futures contracts
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References listed on IDEAS
- Changyun Wang, 2003.
"The behavior and performance of major types of futures traders,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
- Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
- Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2002.
"Dynamic Volume-Return Relation of Individual Stocks,"
Review of Financial Studies,
Society for Financial Studies, vol. 15(4), pages 1005-1047.
- Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001. "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers 8312, National Bureau of Economic Research, Inc.
- Brian M. Lucey, 2005. "Speculation or hedging in the Irish stock exchange," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 9-14, January.
- Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(01), pages 109-126, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhang, Yue-Jun, 2013. "Speculative trading and WTI crude oil futures price movement: An empirical analysis," Applied Energy, Elsevier, vol. 107(C), pages 394-402.
- Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y., 2015. "The role of financial speculation in the energy future markets: A new time-varying coefficient approach," Economic Modelling, Elsevier, vol. 51(C), pages 112-122.
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