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Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics

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  1. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  2. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  3. Camille Aït-Youcef, 2019. "How index investment impacts commodities : A story about the financialization of agricultural commodities," Post-Print hal-03484371, HAL.
  4. Jun Maekawa & Koji Shimada, 2019. "A Speculative Trading Model for the Electricity Market: Based on Japan Electric Power Exchange," Energies, MDPI, vol. 12(15), pages 1-15, July.
  5. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  6. Juan Ignacio Guzmán & Enrique Silva, 2018. "Copper price determination: fundamentals versus non-fundamentals," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(3), pages 283-300, October.
  7. Nguyen, Quynh Nga & Aboura, Sofiane & Chevallier, Julien & Zhang, Lyuyuan & Zhu, Bangzhu, 2020. "Local Gaussian correlations in financial and commodity markets," European Journal of Operational Research, Elsevier, vol. 285(1), pages 306-323.
  8. repec:ipg:wpaper:2014-569 is not listed on IDEAS
  9. Christodoulakis, George, 2020. "Estimating the term structure of commodity market preferences," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1146-1163.
  10. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  11. Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
  12. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  13. Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019. "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, vol. 62(C), pages 240-255.
  14. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  15. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  16. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  17. Sifat, Imtiaz & Ghafoor, Abdul & Ah Mand, Abdollah, 2021. "The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  18. You-hua Chen & Chan Wang & Pu-yan Nie, 2020. "Emission regulation of conventional energy-intensive industries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(4), pages 3723-3737, April.
  19. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  20. repec:ipg:wpaper:2014-523 is not listed on IDEAS
  21. repec:ipg:wpaper:2014-443 is not listed on IDEAS
  22. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  23. Czudaj, Robert L., 2019. "Crude oil futures trading and uncertainty," Energy Economics, Elsevier, vol. 80(C), pages 793-811.
  24. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  25. repec:ipg:wpaper:2014-586 is not listed on IDEAS
  26. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  27. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  28. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  29. repec:ipg:wpaper:28 is not listed on IDEAS
  30. repec:ipg:wpaper:2013-028 is not listed on IDEAS
  31. Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.
  32. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  33. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  34. repec:ipg:wpaper:2014-583 is not listed on IDEAS
  35. repec:ipg:wpaper:2014-549 is not listed on IDEAS
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