create a website

Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets. (2013). Stephan, Patrick M. ; Bohl, Martin T..
In: Journal of Agricultural and Applied Economics.
RePEc:ags:joaaec:157413.

Full description at Econpapers || Download paper

Cited: 34

Citations received by this document

Cites: 40

References cited by this document

Cocites: 38

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

    Full description at Econpapers || Download paper

  2. How efficient are natural gas markets in practice? A wavelet-based approach. (2024). Baba, Amina ; Creti, Anna ; ben Kebaier, Sana.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04750-z.

    Full description at Econpapers || Download paper

  3. Are futures markets functioning well for agricultural perishables? Evidence from Chinas apple futures market. (2023). Glauben, Thomas ; Ren, Yanjun ; Mao, Qianqian ; Loy, Jens-Peter.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:283070.

    Full description at Econpapers || Download paper

  4. Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Chishti, Muhammad Zubair ; Sana, Moniba ; Khalid, Ali Awais.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

    Full description at Econpapers || Download paper

  5. Are futures markets functioning well for agricultural perishables? Evidence from Chinas apple futures market. (2023). Glauben, Thomas ; Ren, Yanjun ; Mao, Qianqian ; Loy, Jens-Peter.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:69:y:2023:i:12:id:278-2023-agricecon.

    Full description at Econpapers || Download paper

  6. The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard.
    In: Development and Change.
    RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

    Full description at Econpapers || Download paper

  7. Trading for speculators: The role of physical actors in the financialization of coffee, cocoa and cotton value chains. (2022). Gunter, Ulrich ; Troster, Bernhard.
    In: Working Papers.
    RePEc:zbw:oefsew:68.

    Full description at Econpapers || Download paper

  8. Rational destabilization in commodity markets. (2022). Soares, David Batista ; Borocco, Etienne.
    In: Post-Print.
    RePEc:hal:journl:hal-03256534.

    Full description at Econpapers || Download paper

  9. Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
    In: Agriculture.
    RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771.

    Full description at Econpapers || Download paper

  10. Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
    In: Agriculture.
    RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147.

    Full description at Econpapers || Download paper

  11. Rational destabilization in commodity markets. (2022). Borocco, Etienne ; Soares, David Batista.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000246.

    Full description at Econpapers || Download paper

  12. The effect of futures markets on the stability of commodity prices. (2022). Tuinstra, Jan ; de Jong, Johan ; Sonnemans, Joep.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:198:y:2022:i:c:p:176-211.

    Full description at Econpapers || Download paper

  13. Competitive trading in forward and spot markets under yield uncertainty. (2022). Wu, Xiaole ; Shao, Lusheng ; Wang, Derui.
    In: Production and Operations Management.
    RePEc:bla:popmgt:v:31:y:2022:i:9:p:3400-3418.

    Full description at Econpapers || Download paper

  14. Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market. (2021). Ahmed, Osama.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:248861.

    Full description at Econpapers || Download paper

  15. Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?. (2021). Yan, Xuefei ; Hu, Xinyan ; Xie, Lin ; Liao, Jiahua ; Chen, Haiting.
    In: Agriculture.
    RePEc:gam:jagris:v:11:y:2021:i:4:p:342-:d:534240.

    Full description at Econpapers || Download paper

  16. Speculation and price volatility in the coffee market. (2021). Mora-García, Claudio ; Aliaga Lordemann, Francisco Javier ; Mulder, Nanno ; Mora-Garcia, Claudio.
    In: Documentos de Proyectos.
    RePEc:ecr:col022:46923.

    Full description at Econpapers || Download paper

  17. The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

    Full description at Econpapers || Download paper

  18. The Spillover Effect of Shocks of Fundamental Factors and Speculative Activity on Prices Volatility of World Vegetable Oil. (2019). Syaukat, Yusman ; Fitrianti, Wanti ; Hartoyo, Sri ; Fariyanti, Anna.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2019-02-26.

    Full description at Econpapers || Download paper

  19. How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis. (2019). Treuter, Tilo ; Koziol, Christian.
    In: European Financial Management.
    RePEc:bla:eufman:v:25:y:2019:i:3:p:718-743.

    Full description at Econpapers || Download paper

  20. The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance.
    In: Review of Economics & Finance.
    RePEc:bap:journl:190301.

    Full description at Econpapers || Download paper

  21. An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

    Full description at Econpapers || Download paper

  22. Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

    Full description at Econpapers || Download paper

  23. Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:273799.

    Full description at Econpapers || Download paper

  24. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Wanner, Markus ; Mayer, Herbert ; Rathgeber, Andreas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

    Full description at Econpapers || Download paper

  25. Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Dimpfl, Thomas ; Flad, Michael .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

    Full description at Econpapers || Download paper

  26. Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation. (2017). Etienne, Xiaoli ; Wiggins, Seth.
    In: Energy Economics.
    RePEc:eee:eneeco:v:64:y:2017:i:c:p:196-205.

    Full description at Econpapers || Download paper

  27. DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse.
    In: International Journal of Food and Agricultural Economics (IJFAEC).
    RePEc:ags:ijfaec:266472.

    Full description at Econpapers || Download paper

  28. Information Flow, Trading Activity and Commodity Futures Volatility. (2016). Clements, Adam ; Todorova, Neda.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:36:y:2016:i:1:p:88-104.

    Full description at Econpapers || Download paper

  29. The role of speculation in international futures markets on commodity prices. (2016). huchet, nicolas ; Fam, Papa Gueye.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65.

    Full description at Econpapers || Download paper

  30. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

    Full description at Econpapers || Download paper

  31. Global Liquidity and Commodity Prices. (2016). Kang, Hyunju ; Yu, Jongmin.
    In: Review of International Economics.
    RePEc:bla:reviec:v:24:y:2016:i:1:p:20-36.

    Full description at Econpapers || Download paper

  32. Kommentar zur Spekulation mit Agrarrohstoffen: Eine Replik auf Christian Conrad. (2015). Pies, Ingo.
    In: Discussion Papers.
    RePEc:zbw:mlucee:201511.

    Full description at Econpapers || Download paper

  33. The impact of information flow and trading activity on gold and oil futures volatility. (2014). Clements, Adam ; Todorova, Neda.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2014_03.

    Full description at Econpapers || Download paper

  34. Are futures markets functioning well for agricultural perishables? Evidence from Chinas apple futures market. (). Ren, Yanjun ; Glauben, Thomas ; Mao, Qianqian ; Loy, Jens-Peter.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:preprint:id:278-2023-agricecon.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ———. ‘‘Commodity Index Investing and Commodity Futures Prices.’’ Journal of Applied Finance (JAF) 20(2010):7–46.
    Paper not yet in RePEc: Add citation now
  2. ———. ‘‘Financialization and Structural Change in Commodity Futures Markets.’’ Journal of Agricultural and Applied Economics 44(2012a):371– 96.
    Paper not yet in RePEc: Add citation now
  3. ———. ‘‘Testing the Masters Hypothesis in Commodity Futures Markets.’’ Energy Economics 34(2012b):256–69.
    Paper not yet in RePEc: Add citation now
  4. Adrangi, B., and A. Chatrath. ‘‘Futures Commitments and Exchange Rate Volatility.’’ Journal of Business Finance & Accounting 25(1998): 501–20.
    Paper not yet in RePEc: Add citation now
  5. Algieri, B. ‘‘Price Volatility, Speculation and Excessive Speculation in Commodity Markets: Sheep or Shepherd Behaviour?’’ CDR Discussion Paper No. 166, 2012.

  6. Aulerich, N.M., S.H. Irwin, and P. Garcia. ‘‘Bubbles, Food Prices, and Speculation: Evidence from the CFTC’s Daily Large Trader Data Files.’’ Working Paper, 2012.
    Paper not yet in RePEc: Add citation now
  7. Bhar, R., and S. Hamori. ‘‘Causality in Variance and the Type of Traders in Crude Oil Futures.’’ Energy Economics 27(2005):527–39.

  8. Board, J., G. Sandmann, and C. Sutcliffe. ‘‘The Effect of Futures Market Volume on Spot Market Volatility.’’ Journal of Business Finance & Accounting 28(2001):799–819.

  9. Bohl and Stephan: Does Futures Speculation Destabilize Commodity Spot Prices? Kaufmann, R.K., and B. Ullman. ‘‘Oil Prices, Speculation, and Fundamentals: Interpreting Causal Relations among Spot and Futures Prices.’’ Energy Economics 31(2009):550–58.

  10. Bohl, M.T., F. Javed, and P.M. Stephan. ‘‘Do Commodity Index Traders Destabilize Agricultural Futures Prices?’’ Applied Economics Quarterly (2013): forthcoming.
    Paper not yet in RePEc: Add citation now
  11. Bollerslev, T., and J.M. Wooldridge. ‘‘QuasiMaximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances.’’ Econometric Reviews 11(1992):143–72.
    Paper not yet in RePEc: Add citation now
  12. Brorsen, B.W., and S.H. Irwin. ‘‘Futures Funds and Price Volatility.’’ Review of Futures Markets 6(1987):119–35.
    Paper not yet in RePEc: Add citation now
  13. Brunetti, C., B. Buyuksahin, and J.H. Harris. ‘‘Speculators, Prices and Market Volatility.’’ SSRN Working Paper, 2011.
    Paper not yet in RePEc: Add citation now
  14. Bryant, H.L., D.A. Bessler, and M.S. Haigh. ‘‘Causality in Futures Markets.’’ Journal of Futures Markets 26(2006):1039–57.
    Paper not yet in RePEc: Add citation now
  15. Buyuksahin, B., and J.H. Harris. ‘‘Do Speculators Drive Crude Oil Futures Prices?’’ The Energy Journal (Cambridge, Mass.) 32(2011):167–202. CFTC. Staff Report on Commodity Swap Dealers & Index Traders with Commission Recommendations.

  16. Chang, E.C., J.M. Pingear, and B. Schachter. ‘‘Interday Variations in Volume, Variance and Participation of Large Speculators.’’ Journal of Banking & Finance 21(1997):797–810.

  17. Crain, S.J., and H.H. Lee. ‘‘Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality.

  18. Daigler, R.T., and M.K. Wiley. ‘‘The Impact of Trader Type on the Futures Volatility–Volume Relation.’’ The Journal of Finance 54(1999): 2297–316.
    Paper not yet in RePEc: Add citation now
  19. Du, X., C.L. Yu, and D.J. Hayes. ‘‘Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis.’’ Energy Economics 33(2011):497–503.

  20. Gilbert, C.L., and C.W. Morgan. ‘‘Food Price Volatility.’’ Philosophical Transactions of the Royal Society of London. Series B, Biological Sciences 365(2010):3023–34.
    Paper not yet in RePEc: Add citation now
  21. Haigh, M.S., J. Hranaiova, and J. Overdahl. ‘‘Hedge Funds, Volatility, and Liquidity Provision in Energy Futures Markets.’’ Journal of Alternative Investments 9(2007):10–38. Hamilton, J.D. ‘‘Understanding Crude Oil Prices.
    Paper not yet in RePEc: Add citation now
  22. Hammoudeh, S., H. Li, and B. Jeon. ‘‘Causality and Volatility Spillovers among Petroleum Prices of WTI, Gasoline and Heating Oil in Different Locations.’’ The North American Journal of Economics and Finance 14(2003):89–114.

  23. Irwin, S.H. ‘‘Does the Masters Hypothesis Explain Recent Food Price Spikes?’’ SPAA Network Working Paper No. 2012-11, 2012. Irwin, S.H., and B.R. Holt. ‘‘The Effect of Large Hedge Funds and CTA Trading on Futures Market Volatility.’’ Commodity Trading Advisors: Risk, Performance Analysis and Selection.

  24. Irwin, S.H., and D.R. Sanders. ‘‘The Impact of Index and Swap Funds in Commodity Futures Markets.’’ OECD Food, Agriculture and Fisheries Working Papers No. 27, 2010.
    Paper not yet in RePEc: Add citation now
  25. Irwin, S.H., and S. Yoshimaru. ‘‘Managed Futures, Positive Feedback Trading, and Futures Price Volatility.’’ Journal of Futures Markets 19(1999):759–76.
    Paper not yet in RePEc: Add citation now
  26. Journal of Agricultural and Applied Economics, November Bessembinder, H., and P.J. Seguin. ‘‘Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets.’’ Journal of Financial and Quantitative Analysis 28(1993):21–39.
    Paper not yet in RePEc: Add citation now
  27. Karpoff, J.M. ‘‘The Relation between Price Changes and Trading Volume: A Survey.’’ Journal of Financial and Quantitative Analysis 22(1987):109–26.
    Paper not yet in RePEc: Add citation now
  28. McPhail, L.L., X. Du, and A. Muhammad. ‘‘Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy.’’ Journal of Agricultural and Applied Economics 44(2012):401–10.

  29. Morgan, C.W. ‘‘Futures Markets and Spot Price Volatility: A Case Study.’’ Journal of Agricultural Economics 50(1999):247–57.

  30. Powers, M.J. ‘‘Does Futures Trading Reduce Price Fluctuations in the Cash Markets?’’ American Economic Review 60(1970):460–64.

  31. Reichsfeld, D.A., and S.K. Roache. ‘‘Do Commodity Futures Help Forecast Spot Prices?’’ IMF Working Paper WP/11/254, 2011.

  32. Sanders, D.R., and S.H. Irwin. ‘‘The Impact of Index Funds in Commodity Futures Markets: A Systems Approach.’’ Journal of Alternative Investments 14(2011):40–49.
    Paper not yet in RePEc: Add citation now
  33. Silverio, R., and A. Szklo. ‘‘The Effect of the Financial Sector on the Evolution of Oil Prices: Analysis of the Contribution of the Futures Market to the Price Discovery Process in the WTI Spot Market.’’ Energy Economics 34(2012):1799–808.

  34. Stein, J.C. ‘‘Informational Externalities and WelfareReducing Speculation.’’ Journal of Political Economy 95(1987):1123–45.
    Paper not yet in RePEc: Add citation now
  35. Stoll, H.R., and R.E. Whaley. ‘‘Volatility and Futures: Message versus Messenger.’’ Journal of Portfolio Management 14(1988):20–22.
    Paper not yet in RePEc: Add citation now
  36. Tang, K., and W. Xiong. ‘‘Index Investment and Financialization of Commodities.’’ NBER Working Paper No. 16385, 2010.

  37. Wang, C. ‘‘The Effect of Net Positions by Type of Trader on Volatility in Foreign Currency Futures Markets.’’ Journal of Futures Markets 22(2002):427–50.

  38. Washington, DC: Commodity Futures Trading Commission, 2008.
    Paper not yet in RePEc: Add citation now
  39. Yang, J., D.A. Bessler, and D.J. Leatham. ‘‘Asset Storability and Price Discovery in Commodity Futures Markets: A New Look.’’ Journal of Futures Markets 21(2001):279–300. Journal of Agricultural and Applied Economics, November

  40. Yang, J., R.B. Balyeat, and D.J. Leatham. ‘‘Futures Trading Activity and Commodity Cash Price Volatility.’’ Journal of Business Finance & Accounting 31(2005):297–323.

Cocites

Documents in RePEc which have cited the same bibliography

  1. An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

    Full description at Econpapers || Download paper

  2. What do we know about informational efficiency? Three puzzles and the new direction forward. (2023). Lau, Wee Yeap ; Go, Youhow.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:37:y:2023:i:4:p:1489-1525.

    Full description at Econpapers || Download paper

  3. Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Raza, Syed ; Fateh, BELAID ; Shah, Nida ; Guesmi, Khaled ; Belaid, Fateh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001180.

    Full description at Econpapers || Download paper

  4. Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000072.

    Full description at Econpapers || Download paper

  5. Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach. (2021). Osarumwense, Osabuohien-Irabor.
    In: Journal of Economics and Management.
    RePEc:vrs:jecman:v:43:y:2021:i:1:p:131-153:n:3.

    Full description at Econpapers || Download paper

  6. Multivariate time-varying parameter modelling for stock markets. (2021). Bekiros, Stelios ; Neslihanoglu, Serdar ; McColl, John ; Lee, Duncan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01896-2.

    Full description at Econpapers || Download paper

  7. The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100.

    Full description at Econpapers || Download paper

  8. The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028.

    Full description at Econpapers || Download paper

  9. A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Premachandra, I M ; Roberts, Helen ; Kuruppuarachchi, Duminda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

    Full description at Econpapers || Download paper

  10. Palm oil spot-futures relation: Evidence from unrefined and refined products. (2019). Lau, Wee Yeap ; Go, You-How.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:65:y:2019:i:3:id:31-2018-agricecon.

    Full description at Econpapers || Download paper

  11. Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets. (2018). Toyoshima, Yuki.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:21-:d:143280.

    Full description at Econpapers || Download paper

  12. Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030.

    Full description at Econpapers || Download paper

  13. Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

    Full description at Econpapers || Download paper

  14. Financialization and commodity prices -- an empirical analysis for coffee, cotton, wheat and oil. (2016). Ederer, Stefan ; Staritz, Cornelia ; Heumesser, Christine.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:30:y:2016:i:4:p:462-487.

    Full description at Econpapers || Download paper

  15. Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities. (2016). Rondinone, Gonzalo ; Thomasz, Esteban Otto.
    In: MPRA Paper.
    RePEc:pra:mprapa:72677.

    Full description at Econpapers || Download paper

  16. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

    Full description at Econpapers || Download paper

  17. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Maghyereh, Aktham ; Bouri, Elie ; Awartani, Basel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

    Full description at Econpapers || Download paper

  18. Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers. (2016). Brümmer, Bernhard ; Jaghdani, Tinoush Jamali ; Korn, Olaf ; Schlussler, Kristina ; Brummer, Bernhard.
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:67:y:2016:i:3:p:685-705.

    Full description at Econpapers || Download paper

  19. Testing for causality in the presence of leading variables. (2015). Pantelidis, Theologos.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:10436.

    Full description at Econpapers || Download paper

  20. Has the Basel Committee Got it Right? Evidence from Commodity Positions in Turmoil. (2015). Alvarez, Victor A ; Rossignolo, Adrian F.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:10:y:2015:i:1:p:1-38.

    Full description at Econpapers || Download paper

  21. Has the Basel Committee Got it Right? Evidence from Commodity Positions in Turmoil. (2015). alvarez, Victor A. ; Rossignolo, Adrian F..
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:201503115.

    Full description at Econpapers || Download paper

  22. Food price volatility in developing countries – the role of trade and storage. (2015). Kalkuhl, Matthias ; Kornher, Lukas ; Mujahid, Irfan.
    In: EcoMod2015.
    RePEc:ekd:008007:8415.

    Full description at Econpapers || Download paper

  23. Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17.

    Full description at Econpapers || Download paper

  24. Agricultural and oil commodities: price transmission and market integration between US and Italy. (2014). Weaver, Robert ; Vasciaveo, Michela ; Rosa, Franco.
    In: Bio-based and Applied Economics Journal.
    RePEc:ags:aieabj:182905.

    Full description at Econpapers || Download paper

  25. The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil. (2013). Ederer, Stefan ; Staritz, Cornelia ; Heumesser, Christine.
    In: Working Papers.
    RePEc:zbw:oefsew:42.

    Full description at Econpapers || Download paper

  26. Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

    Full description at Econpapers || Download paper

  27. Conceptual framework on price volatility and its impact on food and nutrition security in the short term. (2013). Torero, Maximo ; Kalkuhl, Matthias ; Boulanger, Pierre ; Kozicka, Author-Name Marta ; Kornher, Author-Name Lukas .
    In: FOODSECURE Working papers.
    RePEc:fsc:fspubl:15.

    Full description at Econpapers || Download paper

  28. Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets. (2013). Stephan, Patrick M. ; Bohl, Martin T..
    In: Journal of Agricultural and Applied Economics.
    RePEc:ags:joaaec:157413.

    Full description at Econpapers || Download paper

  29. Food price volatility in developing countries and its determinants. (2013). Kalkuhl, Matthias ; Kornher, Lukas.
    In: 53rd Annual Conference, Berlin, Germany, September 25-27, 2013.
    RePEc:ags:gewi13:156132.

    Full description at Econpapers || Download paper

  30. Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung. (2012). Glauben, Thomas ; Will, Matthias Georg ; Pies, Ingo ; Prehn, Soren.
    In: Discussion Papers.
    RePEc:zbw:mlucee:201226.

    Full description at Econpapers || Download paper

  31. Testing for Granger causality in a system of more than two variables. (2012). Pantelidis, Theologos.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2012_02.

    Full description at Econpapers || Download paper

  32. Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis. (2012). Hamori, Shigeyuki ; Xu, Haifeng.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:4:p:344-352.

    Full description at Econpapers || Download paper

  33. Energy prices and China’s international competitiveness. (2009). Hamori, Shigeyuki ; Chen, Guifu.
    In: MPRA Paper.
    RePEc:pra:mprapa:18827.

    Full description at Econpapers || Download paper

  34. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang Hoon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:119-125.

    Full description at Econpapers || Download paper

  35. Skewness and asymmetry in futures returns and volumes. (2008). lucey, brian ; Eastman, Alexander.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:10:p:777-800.

    Full description at Econpapers || Download paper

  36. Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis. (2008). lucey, brian ; Eastman, Alexander.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp260.

    Full description at Econpapers || Download paper

  37. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. (2008). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2645-2656.

    Full description at Econpapers || Download paper

  38. SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ. (2007). Çevik, Emrah ; Pekkaya, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:71301.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 02:58:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.