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Limits to arbitrage in electricity markets: A case study of MISO
7 references·0 citing·34 second hopsampled
Limits to arbitrage in electricity markets: A case study of MISO (2018)Limits to arbitrage in electricity market…The Simple Economics of Commodity Price Speculation (2016)The Simple Economics of Commo…Speculation in the Oil Market (2014)Speculation in the Oil MarketConvective Risk Flows in Commodity Futures Markets (2014)Convective Risk Flows in Comm…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…Broker-Dealer Risk Appetite and Commodity Returns (2013)Broker-Dealer Risk Appetite a…Liquidity risk management and credit supply in the financial crisis (2011)Liquidity risk management and…Investment Under Uncertainty. (1994)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Volatility spillovers in commodity markets: A large t-vector autoregressive approach (2019)The impact of extreme events on energy price risk (2021)Commodity Financialization and Information Transmission (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Limits to Arbitrage and Hedging: Evidence from Commodity Markets (2008)Index Investment and Financialization of Commodities (2010)Speculators, Prices, and Market Volatility (2016)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)Financialization of Commodity Markets (2013)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)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil Price Shocks: Causes and Consequences (2014)The Economics of Exhaustible Resources (1931)Determining the Number of Factors in Approximate Factor Models (2002)Oil prices and global factor macroeconomic variables (2016)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)A Crisis of Banks as Liquidity Providers (2014)Supply chain finance: a literature review (2016)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach (2015)Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak (2021)
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References

  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2011Liquidity risk management and credit supply in the financial crisis1,201 cited
  • 2013The Role of Speculation in Oil Markets: What Have We Learned So Far?491 cited
  • 2014Speculation in the Oil Market261 cited
  • 2014Convective Risk Flows in Commodity Futures Markets245 cited
  • 2013Broker-Dealer Risk Appetite and Commodity Returns199 cited
  • 2016The Simple Economics of Commodity Price Speculation164 cited

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