Do Speculators in Futures Markets Make Cash Markets More Volatile?
No abstract is available for this item.
|Date of creation:||2013|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: (414) 918-3190
Fax: (414) 276-3349
Web page: http://www.aaea.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Engle, Robert F. & Kroner, Kenneth F., 1995. "Multivariate Simultaneous Generalized ARCH," Econometric Theory, Cambridge University Press, vol. 11(01), pages 122-150, February.
- Ron Alquist and Olivier Gervais, 2013.
"The Role of Financial Speculation in Driving the Price of Crude Oil,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 3).
- Ron Alquist & Olivier Gervais, 2011. "The Role of Financial Speculation in Driving the Price of Crude Oil," Discussion Papers 11-6, Bank of Canada.
- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011.
"Forecasting the Price of Oil,"
CEPR Discussion Papers
8388, C.E.P.R. Discussion Papers.
- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the Price of Oil," Working Papers 11-15, Bank of Canada.
- Fortenbery, T. Randall & Zapata, Hector O., 2004.
"Developed Speculation and Under Developed Markets - The Role of Futures Trading on Export Prices in Less Developed Countries,"
Staff Paper Series
470, University of Wisconsin, Agricultural and Applied Economics.
- Randall Fortenbery, 2004. "Developed speculation and underdeveloped markets--the role of futures trading on export prices in less developed countries," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 31(4), pages 451-471, December.
- Bahattin Buyuksahin & Jeffrey H. Harris, 2011. "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 167-202.
- Chen, Nai-Fu & Cuny, Charles J & Haugen, Robert A, 1995. " Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts," Journal of Finance, American Finance Association, vol. 50(1), pages 281-300, March.
- Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, vol. 34(1), pages 256-269.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Cointegration Rank Testing Under Conditional Heteroskedasticity,"
Cambridge University Press, vol. 26(06), pages 1719-1760, December.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, School of Economics and Management, University of Aarhus.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Charles Corrado & Cameron Truong, 2007. "Forecasting Stock Index Volatility: Comparing Implied Volatility And The Intraday High-Low Price Range," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(2), pages 201-215.
- Figlewski, Stephen, 1981. "Futures Trading and Volatility in the GNMA Market," Journal of Finance, American Finance Association, vol. 36(2), pages 445-56, May.
- Bahram Adrangi & Arjun Chatruth, 1998. "Futures Commitments and Exchange Rate Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(3&4), pages 501-520.
- Working, Holbrook, 1960. "Speculation on Hedging Markets," Food Research Institute Studies, Stanford University, Food Research Institute, issue 02, May.
When requesting a correction, please mention this item's handle: RePEc:ags:aaea13:151296. 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: (AgEcon Search)
If references are entirely missing, you can add them using this form.