Do Speculators in Futures Markets Make Cash Markets More Volatile?
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|Date of creation:||2013|
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- Working, Holbrook, 1960. "Speculation on Hedging Markets," Food Research Institute Studies, Stanford University, Food Research Institute, issue 02, May.
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- Ron Alquist and Olivier Gervais, 2013.
"The Role of Financial Speculation in Driving the Price of Crude Oil,"
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- 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.
- 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.
- Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, vol. 34(1), pages 256-269.
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- Figlewski, Stephen, 1981. "Futures Trading and Volatility in the GNMA Market," Journal of Finance, American Finance Association, vol. 36(2), pages 445-456, May.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, 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, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- 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.
- 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. Full references (including those not matched with items on IDEAS)
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