Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets
This paper looks at speculative behavior in one of the largest, and most volatile, international financial markets, petroleum derivatives. It utilizes a large, detailed database on individual trader positions in crude-oil and heating-oil futures markets. The paper is exploratory, focusing on measuring and assessing the tendency of speculators to herd.
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|Date of creation:||2000|
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