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The Simple Economics of Commodity Price Speculation
16 references·9 citing·38 second hop
The Simple Economics of Commodity Price Speculation (2016)The Simple Economics of Commodity Price S…The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling (2014)The Effect of Uncertainty on …Speculation in the Oil Market (2014)Speculation in the Oil MarketEffects of Index-Fund Investing on Commodity Futures Prices (2014)Effects of Index-Fund Investi…The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)The Role of Speculation in Oi…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Quantifying the speculative c…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…World Oil: Market or Mayhem? (2009)World Oil: Market or Mayhem?Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesVolatility and commodity price dynamics (2004)Volatility and commodity pric…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Commodity Financialization and Information Transmission (2022)Commodity Financialization an…The impact of extreme events on energy price risk (2021)The impact of extreme events …Volatility spillovers in commodity markets: A large t-vector autoregressive approach (2019)Volatility spillovers in comm…Limits to arbitrage in electricity markets: A case study of MISO (2018)Limits to arbitrage in electr…Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds (2018)Coherence, connectedness and …An update on speculation and financialization in commodity markets (2018)An update on speculation and …Identifying price bubble periods in the energy sector (2017)Identifying price bubble peri…Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016)Forty Years of Oil Price Fluc…Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets (2016)Commodity markets volatility …Investment under Uncertainty (1994)Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures (2004)Forecasting volatility of crude oil markets (2008)The Econometrics of Financial Markets (2012)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)The Pricing of Options and Corporate Liabilities (1973)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Oil prices, US stock return, and the dependence between their quantiles (2015)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Index Investment and the Financialization of Commodities (2012)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil Price Shocks: Causes and Consequences (2014)Oil and the Macroeconomy since World War II (1983)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Expectations and Exchange Rate Dynamics (1976)Comparing Predictive Accuracy (1994)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)“Options, Futures, and Other Derivatives” (2016)Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 2013The Role of Speculation in Oil Markets: What Have We Learned So Far?491 cited
  • 2014The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling358 cited
  • 2004Volatility and commodity price dynamics351 cited
  • 2013Quantifying the speculative component in the real price of oil: The role of global oil inventories316 cited
  • 2009World Oil: Market or Mayhem?300 cited
  • 2014Speculation in the Oil Market261 cited

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  • 2014Effects of Index-Fund Investing on Commodity Futures Prices148 cited
  • Cited by

    • 2021The impact of extreme events on energy price risk157 cited
    • 2022Commodity Financialization and Information Transmission143 cited
    • 2019Volatility spillovers in commodity markets: A large t-vector autoregressive approach102 cited
    • 2018An update on speculation and financialization in commodity markets96 cited
    • 2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us89 cited
    • 2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets88 cited
    • 2017Identifying price bubble periods in the energy sector71 cited
    • 2018Limits to arbitrage in electricity markets: A case study of MISO48 cited
    • 2018Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds32 cited