create a website

The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang.
In: Palgrave Communications.
RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 43

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Adams Z, Collot S, Kartsakli M (2020) Have commodities become a financial asset? Evidence from ten years of Financialization. Energy Econ 89:104769. https://doi.org/10.1016/j.eneco.2020.104769 .

  2. Adams Z, Glück T (2015) Financialization in commodity markets: a passing trend or the new normal? J Bank Financ 60:93–111. https://doi.org/10.1016/j.jbankfin.2015.07.008 .

  3. Aiube FAL, Baidya TKN, Tito EAH (2008) Analysis of commodity prices with the particle filter. Energy Econ 30(2):597–605. https://doi.org/10.1016/j.eneco.2006.06.006 .

  4. Baker SD (2021) The financialization of storable commodities. Manag Sci 67(1):471–499. https://doi.org/10.1287/mnsc.2019.3445 .

  5. Basak S, Pavlova A (2016) A model of financialization of commodities. J Financ 71(4):1511–1556.
    Paper not yet in RePEc: Add citation now
  6. Boyd NE, Harris JH, Li B (2018) An update on speculation and financialization in commodity markets. J Commod Mark 10:91–104. https://doi.org/10.1016/j.jcomm.2018.05.005 .

  7. Brunetti C, Büyüksahin B, Harris JH (2016) Speculators, Prices, and Market Volatility. J Financ Quant Anal 51(5):1545–1574. https://doi.org/10.1017/S0022109016000569 .

  8. Büyüksahin B, Harris JH (2011) Do speculators drive crude oil futures prices? Energy J 32(2):167–202.

  9. Cheng I-H, Kirilenko A, Xiong W (2014) Convective risk flows in commodity futures markets. Rev Financ 19(5):1733–1781. https://doi.org/10.1093/rof/rfu043 .
    Paper not yet in RePEc: Add citation now
  10. Cheng IH, Xiong W (2014) Financialization of commodity markets. Annu Rev Financ Econ 6(1):419–441.

  11. Creti A, Joëts M, Mignon V (2013) On the links between stock and commodity markets’ volatility. Energy Econ 37:16–28. https://doi.org/10.1016/j.eneco.2013.01.005 .
    Paper not yet in RePEc: Add citation now
  12. Einloth J (2009) Speculation and Recent Volatility in the Price of Oil. SSRN Electron J. https://doi.org/10.2139/ssrn.1488792 .
    Paper not yet in RePEc: Add citation now
  13. Geman H, Nguyen VNN (2005) Soybean inventory and forward curve dynamics. Manag Sci 51:1076–1091.

  14. Gibson R, Schwartz E (1990) Stochastic convenience yield and the pricing of oil cotingent claims. J Financ 45:959–976. https://doi.org/10.1111/j.1540-6261.1990.tb05114.x .

  15. Gorton G, Rouwenhorst K (2004) Facts and fantasies about commodity futures. Financ Anal J 62. https://doi.org/10.2469/faj.v62.n2.4083 .

  16. Haase M, Seiler Y, Zimmermann H (2016) The impact of speculation on commodity futures markets—a review of the findings of 100 empirical studies. J Commodity Market 3. https://doi.org/10.1016/j.jcomm.2016.07.006 .

  17. Hamilton JD, Wu JC (2014) Risk premia in crude oil futures prices. J Int Money Financ 42:9–37.

  18. Irwin SH, Sanders DR (2015) Index funds, financialization, and commodity futures markets. Appl Econ Perspect Policy 33(1):1–31.
    Paper not yet in RePEc: Add citation now
  19. Juvenal L, Petrella I (2015) Speculation in the oil market. J Appl Econ 30(4):621–649.

  20. Kang W, Rouwenhorst KG, Tang K (2020) A tale of two premiums: the role of hedgers and speculators in commodity futures markets. J Financ 75(1):377–417. https://doi.org/10.1111/jofi.12845 .

  21. Kang W, Tang K, Wang N (2023) Financialization of commodity markets ten years later. J Commod Mark 30:100313. https://doi.org/10.1016/j.jcomm.2023.100313 .

  22. Kaniel R, Saar G, Titman S (2004) Individual investor trading and stock returns. J Financ 63(1):273–310. https://doi.org/10.1111/j.1540-6261.2008.01316.x .
    Paper not yet in RePEc: Add citation now
  23. Kilian L, Lee T (2013) Quantifying the speculative component in the real price of oil: the role of global oil inventories. J Int Money Financ 42. https://doi.org/10.1016/j.jimonfin.2013.08.005 .

  24. Kilian L, Murphy DP (2014) The role of inventories and speculative trading in the global market for crude oil. J Appl Econ 29(3):454–478. https://doi.org/10.1002/jae.2322 .

  25. Knittel CR, Pindyck RS (2016) The simple economics of commodity price speculation. Am Econ J Macroecon 8(2):85–110.

  26. Kupabado MM, Kaehler J (2021) Financialization, common stochastic trends, and commodity prices. J Futures Mark 41(12):1988–2008.

  27. Manoliu M, Tompaidis S (2002) Energy futures prices: term structure models with Kalman filter estimation. Appl Math Financ 9:21–43. https://doi.org/10.1080/13504860210126227 .

  28. Martínez B, Torró H (2023) Theory of storage implications in the European natural gas market. J Commod Mark 29:100310. https://doi.org/10.1016/j.jcomm.2022.100310 .
    Paper not yet in RePEc: Add citation now
  29. Milonas N, Photina E (2024) The convenience yield under commodity financialization. J Future Market 44. https://doi.org/10.1002/fut.22485 .

  30. Molero-González L, Trinidad-Segovia JE, Sánchez-Granero MA, García-Medina A (2023) Market beta is not dead: an approach from random matrix theory. Financ Res Lett 55:103816.
    Paper not yet in RePEc: Add citation now
  31. Moskowitz TJ, Ooi YH, Pedersen LH (2012) Time series momentum. J Financ Econ 104(2):228–250. https://doi.org/10.1016/j.jfineco.2011.11.003 .

  32. Routledge BR, Seppi DJ, Spatt CS (2000) Equilibrium Forward Curves for Commodities. J Finance 55:1297–1338. https://doi.org/10.1111/0022-1082.00248 .

  33. Rouwenhorst KG, Tang K (2012) Commodity investing. Ann Rev Financ Econ 4:447–467. 10.1146/annurev-financial-110311-101716.
    Paper not yet in RePEc: Add citation now
  34. Schwartz E (1997) The stochastic behavior of commodity prices: implications for valuation and hedging. J Financ 52:923–973. https://doi.org/10.1111/j.1540-6261.1997.tb02721.x .

  35. Schwartz E, Smith J (2000) Short-term variations and long-term dynamics in commodity prices. Manag Sci 46:893–911. https://doi.org/10.1287/mnsc.46.7.893.12034 .

  36. Singleton K (2014) Investor flows and the 2008 boom/bust in oil prices. Manag Sci 60:300–318. https://doi.org/10.1287/mnsc.2013.1756 .

  37. Sockin M, Xiong W (2015) Informational frictions and commodity markets. J Financ 70. https://doi.org/10.1111/jofi.12261 .

  38. Sørensen C (2002) Modeling seasonality in agricultural commodity futures. J Futures Mark 22:393–426. https://doi.org/10.1002/fut.10017 .
    Paper not yet in RePEc: Add citation now
  39. Tang K, Xiong W (2010) Index investment and financialization of commodities. Financ Anal J 68. https://doi.org/10.2139/ssrn.1455724 .

  40. Telser L (1958) Future trading and the storage of cotton and wheat. J Polit Econ 66:233–233. https://doi.org/10.1086/258036 .

  41. Vasicek O (1977) An equilibrium characterization of the term structure. J Financ Econ 5(2):177–188. https://doi.org/10.1016/0304-405X(77)90016-2 .

  42. Villaplana P (2003) Pricing power derivatives: a two-factor jump-diffusion approach. SSRN Electron J. https://doi.org/10.2139/ssrn.493943 .

  43. White A, Hull J (1993) One-factor interest-rate models and the valuation of interest-rate derivative securities. J Financ Quant Anal 28:235–254. https://doi.org/10.2307/2331288 .

Cocites

Documents in RePEc which have cited the same bibliography

  1. The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

    Full description at Econpapers || Download paper

  2. Climate risk and the nexus of clean energy and technology stocks. (2025). Rognone, Lavinia ; Walther, Thomas ; Bouri, Elie ; Dudda, Tom L.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05487-z.

    Full description at Econpapers || Download paper

  3. The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

    Full description at Econpapers || Download paper

  4. Financial regulatory arbitrage and the financialization of commodities. (2024). Zheng, Zunxin ; Ni, Yingzhao ; Zhang, Gaiyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:5:p:826-853.

    Full description at Econpapers || Download paper

  5. Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w.

    Full description at Econpapers || Download paper

  6. Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x.

    Full description at Econpapers || Download paper

  7. Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

    Full description at Econpapers || Download paper

  8. Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima.
    In: Empirical Economics.
    RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

    Full description at Econpapers || Download paper

  9. IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

    Full description at Econpapers || Download paper

  10. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

    Full description at Econpapers || Download paper

  11. On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

    Full description at Econpapers || Download paper

  12. Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

    Full description at Econpapers || Download paper

  13. Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

    Full description at Econpapers || Download paper

  14. The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

    Full description at Econpapers || Download paper

  15. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

    Full description at Econpapers || Download paper

  16. Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

    Full description at Econpapers || Download paper

  17. Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2024-03-16.

    Full description at Econpapers || Download paper

  18. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10889.

    Full description at Econpapers || Download paper

  19. New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

    Full description at Econpapers || Download paper

  20. Systemic Risk of Commodity Traders. (2023). Adams, Zeno ; Gluck, Thorsten.
    In: VfS Annual Conference 2023 (Regensburg): Growth and the sociale Frage.
    RePEc:zbw:vfsc23:277600.

    Full description at Econpapers || Download paper

  21. Price-making in mineral provisioning systems and social-ecological transformation? The cases of copper, cobalt and lithium. (2023). Troster, Bernhard ; Wojewska, Aleksandra ; Staritz, Cornelia.
    In: Working Papers.
    RePEc:zbw:oefsew:74.

    Full description at Econpapers || Download paper

  22. Hedging firms idiosyncratic risk from commodity financialization. (2023). Fan, Ying ; Geng, Peixuan ; Yang, Baochen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:88:y:2023:i:c:p:815-842.

    Full description at Econpapers || Download paper

  23. The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

    Full description at Econpapers || Download paper

  24. Financialization and speculators risk premia in commodity futures markets. (2023). Carter, Colin ; Revoredo-Giha, Cesar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002077.

    Full description at Econpapers || Download paper

  25. Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Wei, YU ; Liu, Yuntong ; Shi, Chunpei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

    Full description at Econpapers || Download paper

  26. Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Chen, Louisa ; Wang, Kai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

    Full description at Econpapers || Download paper

  27. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Marfatia, Hardik A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

    Full description at Econpapers || Download paper

  28. Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Umar, Zaghum ; Teplova, Tamara ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

    Full description at Econpapers || Download paper

  29. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom L.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:202205.

    Full description at Econpapers || Download paper

  30. Prices behind electro-mobility: Contestation around and beyond price determination and setting in the lithium global production network and extraction in Chile. (2022). Leisenheimer, Luisa.
    In: ÖFSE-Forum.
    RePEc:zbw:oefsef:85.

    Full description at Econpapers || Download paper

  31. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
    In: Working Papers.
    RePEc:use:tkiwps:2207.

    Full description at Econpapers || Download paper

  32. Market Makers and Liquidity Premium in Electricity Futures Markets. (2022). Rodriguez, Rosa ; Pea, Juan Ignacio.
    In: The Energy Journal.
    RePEc:sae:enejou:v:43:y:2022:i:2:p:91-110.

    Full description at Econpapers || Download paper

  33. Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic. (2022). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:4:p:559-:d:747076.

    Full description at Econpapers || Download paper

  34. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Liu, Yanqiong ; Feng, Yanhong ; Wang, Xiaolei ; Chen, Shuanglian.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

    Full description at Econpapers || Download paper

  35. Commodities and portfolio diversification: Myth or fact?. (2022). Barros, Victor ; Ruano, Fabio.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:281-295.

    Full description at Econpapers || Download paper

  36. Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect. (2022). Vellucci, Pierluigi ; Mastroeni, Loretta ; Quaresima, Greta ; Mazzoccoli, Alessandro.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001404.

    Full description at Econpapers || Download paper

  37. What the current yield curve says, and what the future prices of energy do. (2022). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

    Full description at Econpapers || Download paper

  38. On the time-varying dynamics of stock and commodity momentum returns. (2022). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100386x.

    Full description at Econpapers || Download paper

  39. Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:3927-:d:585866.

    Full description at Econpapers || Download paper

  40. Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

    Full description at Econpapers || Download paper

  41. The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084.

    Full description at Econpapers || Download paper

  42. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

    Full description at Econpapers || Download paper

  43. A closer look into the global determinants of oil price volatility. (2021). Gabauer, David ; Filis, George ; Chatziantoniou, Ioannis ; Filippidis, Michail.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

    Full description at Econpapers || Download paper

  44. Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Zheng, Yan ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

    Full description at Econpapers || Download paper

  45. Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Chen, Pingshe ; Zhu, BO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

    Full description at Econpapers || Download paper

  46. Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Wadud, Sania ; Durand, Robert D ; Gronwald, Marc.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9202.

    Full description at Econpapers || Download paper

  47. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

    Full description at Econpapers || Download paper

  48. Unprecedented but not Unpredictable: Effects of the COVID-19 Crisis on Commodity-Dependent Countries. (2020). Kublbock, Karin ; Troster, Bernhard.
    In: The European Journal of Development Research.
    RePEc:pal:eurjdr:v:32:y:2020:i:5:d:10.1057_s41287-020-00313-9.

    Full description at Econpapers || Download paper

  49. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

    Full description at Econpapers || Download paper

  50. Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min ; Wei, Lijian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 15:57:38 || 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.