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The Role of Financial Speculation in Driving the Price of Crude Oil
16 references·3 citing·32 second hop
The Role of Financial Speculation in Driving the Price of Crude Oil (2013)The Role of Financial Speculation in Driv…Global Agricultural Supply and Demand: Factors Contributing to the Recent Increase in Food Commodity Prices (2026)Global Agricultural Supply an…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Speculation and volatility sp…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…How to Understand High Food Prices (2010)How to Understand High Food P…Can Exchange Rates Forecast Commodity Prices? * (2010)Can Exchange Rates Forecast C…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…Carbon futures and macroeconomic risk factors: A view from the EU ETS (2009)Carbon futures and macroecono…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesA Note On Rising Food Prices (2008)A Note On Rising Food PricesFacts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The Economics of Exhaustible Resources (1931)The Economics of Exhaustible …An update on speculation and financialization in commodity markets (2018)An update on speculation and …Sentiment in oil markets (2015)Sentiment in oil marketsModelling futures price volatility in energy markets: Is there a role for financial speculation? (2014)Modelling futures price volat…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)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)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)The Strategic and Tactical Value of Commodity Futures (2006)The Fundamentals of Commodity Futures Returns (2012)Anatomy of a crisis: the causes and consequences of surging food prices (2008)Rethinking the global food crisis: The role of trade shocks (2010)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Balanced-budget redistribution as the outcome of political competition (1987)RCP4.5: a pathway for stabilization of radiative forcing by 2100 (2011)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Financialization, crisis and commodity correlation dynamics (2012)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1931The Economics of Exhaustible Resources4,535 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2008A Note On Rising Food Prices1,100 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2010How to Understand High Food Prices738 cited
  • 2010Can Exchange Rates Forecast Commodity Prices? *597 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative551 cited
  • 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis550 cited
  • 2026Global Agricultural Supply and Demand: Factors Contributing to the Recent Increase in Food Commodity Prices

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543 cited
  • 2009Carbon futures and macroeconomic risk factors: A view from the EU ETS410 cited
  • Cited by

    • 2018An update on speculation and financialization in commodity markets96 cited
    • 2015Sentiment in oil markets95 cited
    • 2014Modelling futures price volatility in energy markets: Is there a role for financial speculation?89 cited