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2022Research in International Business and Finance: Vol. 59Non-linear cointegration between oil and stock prices: The role of interest ratesAna R. Martínez-Cañete, Elena Márquez-de-la-Cruz, Inés Pérez-Soba
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2022Energy Strategy Reviews: Vol. 41Defending global oil price security: Based on the perspective of uncertainty riskYu Song, Bo Chen, Xin-Yi Wang, Ping-Ping Wang
2022The Review of Financial Studies: Vol. 35, Issue 10Order Flows and Financial Investor Impacts in Commodity Futures MarketsMark J Ready, Robert C Ready, Philip Strahan
2022Energy: Vol. 239Degree of connectedness and the transfer of news across the oil market and the European stocksAgata Kliber, Blanka Łęt
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2022Journal of International Money and Finance: Vol. 126Oil prices, exchange rates and interest ratesLutz Kilian, Xiaoqing Zhou
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2022International Journal of Finance & EconomicsExploring the role of oil shocks on the financial stability of Gulf Cooperation Council countriesAhmed H. Elsayed, Gareth Downing, Chi Keung Marco Lau, Xin Sheng
2022BCP Business & Management: Vol. 24The Russia-Ukraine conflict, crude oil prices, and electronic cryptocurrency market fluctuationsShicheng He
2022Journal of Applied Econometrics: Vol. 37, Issue 3Common factors of commodity pricesSimona Delle Chiaie, Laurent Ferrara, Domenico Giannone
2022International Review of Economics & Finance: Vol. 82Trader positions and the price of oil in the futures marketValentina Dedi, Alex Mandilaras
2022Resources Policy: Vol. 78Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil pricesUmer Shahzad, Sangram Keshari Jena, Aviral Kumar Tiwari, Buhari Doğan, Cosimo Magazzino
2022Journal of Applied Econometrics: Vol. 37, Issue 5The role of precautionary and speculative demand in the global market for crude oilJamie L. Cross, Bao H. Nguyen, Trung Duc Tran
2021International Journal of Finance & Economics: Vol. 26, Issue 2Oil and currency volatilities: Co‐movements and hedging opportunitiesAleksander Olstad, George Filis, Stavros Degiannakis
2021Energy Economics: Vol. 104Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper marketsArtur Semeyutin, Giray Gozgor, Chi Keung Marco Lau, Bing Xu
2021Forecasting: Vol. 3, Issue 2Forecasting Commodity Prices: Looking for a BenchmarkMarek Kwas, Michał Rubaszek
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2021Energy Economics: Vol. 95A closer look into the global determinants of oil price volatilityIoannis Chatziantoniou, Michail Filippidis, George Filis, David Gabauer
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2021Energy Economics: Vol. 102The risk premia of energy futuresAdrian Fernandez-Perez, Ana-Maria Fuertes, Joelle Miffre
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2021International Critical Thought: Vol. 11, Issue 2Oil and Financialization: Another RelationIderley Colombini
2021Complexity: Vol. 2021Booms and Busts in the Oil Market: Identifying Speculative Bubbles Using a Continuous-Time Dynamic SystemKaizhi Yu, Yun Zhang, Shouwei Li
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2020Frontiers in Energy Research: Vol. 8Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic VolatilityZhenghui Li, Yaya Su
2020Journal of Policy Modeling: Vol. 42, Issue 3Oil prices, stock market returns and volatility spillovers: Evidence from TurkeyNuket Kirci Cevik, Emrah I. Cevik, Sel Dibooglu
2020International Journal of Forecasting: Vol. 36, Issue 3Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risksManabu Asai, Rangan Gupta, Michael McAleer
2020Journal of Commodity Markets: Vol. 17Tracking spot oil: The elusive questLudwig Chincarini
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2019Natural Hazards: Vol. 95, Issue 1-2Financial factors affecting oil price change and oil-stock interactions: a review and future perspectivesZhenhua Liu, Zhihua Ding, Tao Lv, Jy S. Wu, Wei Qiang
2019Energies: Vol. 12, Issue 17The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold FuturesManabu Asai, Rangan Gupta, Michael McAleer
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2019Resources Policy: Vol. 61The role of trading volume, open interest and trader positions on volatility transmission between spot and futures marketsBeyza Mina Ordu-Akkaya, Ecenur Ugurlu-Yildirim, Ugur Soytas
2019Empirical Economics: Vol. 57, Issue 5Moody oil: What is driving the crude oil price?Filippo Lechthaler, Lisa Leinert
2019Resources Policy: Vol. 61Speculation and its impact on liquidity in commodity marketsMichael Ludwig
2019Energy: Vol. 177Analyzing the economic sources of oil price volatility: An out-of-sample perspectiveFanyi Meng, Li Liu
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2019Energy Systems: Vol. 10, Issue 4Shocks to supply and demand in the oil market, the equilibrium oil price, and country responses in economic indicatorsTamara V. Teplova, Vladimir V. Lysenko, Tatiana V. Sokolova
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2019SSRN Electronic Journal Refining the Workhorse Oil Market ModelXiaoqing Zhou
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2018SSRN Electronic Journal The Role of Financial Investors on Commodity Futures Risk PremiumMohammad Isleimeyyeh
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2018SSRN Electronic JournalNonlinear Intermediary Pricing in the Oil Futures MarketDaniel Bierbaumer, Malte Rieth, Anton Velinov
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2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linn
2018Energies: Vol. 11, Issue 5Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging FrameworkKrzysztof Drachal
2018SSRN Electronic Journal Analyzing the Structural Transformation of Commodity Markets: Financialization RevisitedFilippo Natoli
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2018SSRN Electronic Journal Dynamic Competition and Arbitrage in Electricity Markets: The Role of Financial TradersIgnacia Mercadal
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2018International Journal of Financial Studies: Vol. 6, Issue 4The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature ReviewMiroslava Zavadska, Lucía Morales, Joseph Coughlan
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2016SSRN Electronic Journal Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?Christiane Baumeister, Lutz Kilian
2016SSRN Electronic Journal Crude Inventory Accounting and Speculation in the Physical Oil MarketIvan Diaz-Rainey, Helen Roberts, David H. Lont
2016Energy Economics: Vol. 60Explosive oil pricesMarc Gronwald
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2015SSRN Electronic JournalComovement and Financialization in the Commodity MarketMatteo Bonato, Luca Taschini
2015SSRN Electronic JournalBig Fish: Oil Markets and SpeculationAlessandro Cologni, Elisa Scarpa, Francesco Giuseppe Sitzia
2015SSRN Electronic JournalOil Market Shocks and the Economy in a Quarterly Structural Vector Error Correction Model of the United States EconomyGbadebo Oladosu
2015SSRN Electronic JournalJean Tirole's Enduring Influence on Energy Policy AnalysisHamed Ghoddusi, Ali Dadpay
2015Energy Policy: Vol. 85The 2014 oil bust: Causes and consequencesDamir Tokic
2015Economic Modelling: Vol. 47Speculative behaviour and oil price predictabilityEkaterini Panopoulou, Theologos Pantelidis
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2015International Economic Review: Vol. 56, Issue 1EFFECTS OF INDEX-FUND INVESTING ON COMMODITY FUTURES PRICESJames D. Hamilton, Jing Cynthia Wu
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2015The Journal of Finance: Vol. 70, Issue 5Informational Frictions and Commodity MarketsMICHAEL SOCKIN, WEI XIONG
2015Energy Economics: Vol. 51Forecasting the real prices of crude oil under economic and statistical constraintsYudong Wang, Li Liu, Xundi Diao, Chongfeng Wu
2015Finance Research Letters: Vol. 12Testing for asymmetric causality between U.S. equity returns and commodity futures returnsDuc Khuong Nguyen, Ricardo M. Sousa, Gazi Salah Uddin
2015SSRN Electronic JournalThe Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil MarketsAndreas Fritz, Michael Stein, Christoph Weber
2015Acta academica karviniensia: Vol. 15, Issue 1THE CHANGING COMMODITY MARKETS - WORK ON EU REGULATIONSJan Żelazny
2015International Journal of Forecasting: Vol. 31, Issue 2Do high-frequency financial data help forecast oil prices? The MIDAS touch at workChristiane Baumeister, Pierre Guérin, Lutz Kilian
2014Journal of Futures Markets: Vol. 34, Issue 8Causes and Implications of Shifts in Financial Participation in Commodity MarketsBassam Fattouh, Lavan Mahadeva
2014SSRN Electronic JournalSystemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?Delphine Lautier, Julien Ling, Franck Raynaud
2014SSRN Electronic JournalDeconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price ComovementJoseph Janzen, Colin A. Carter, Aaron Smith, Michael Adjemian
2014SSRN Electronic JournalMacroeconomic Determinants of Commodity Returns in Financialized MarketsAdam Zaremba
2014Annual Review of Financial Economics: Vol. 6, Issue 1Financialization of Commodity MarketsIng-Haw Cheng, Wei Xiong
2014SSRN Electronic JournalRising and Volatile Food Prices: Are Index Fund Investors to Blame?Marcel Prokopczuk, Lazaros Symeonidis, Timo Verlaat
2014SSRN Electronic JournalDid the Fertilizer Cartel Cause the Food Crisis?Hinnerk Gnutzmann, Piotr Spiewanowski
2014Annual Review of Resource Economics: Vol. 6, Issue 1Oil Price Shocks: Causes and ConsequencesLutz Kilian
2014IMF Working Papers: Vol. 14, Issue 228Taxing Fossil Fuels under Speculative StorageSemih Tumen, Deren Unalmis, Ibrahim Unalmis, D. Filiz Unsal
2013SSRN Electronic JournalA Model of Financialization of CommoditiesSuleyman Basak, Anna Pavlova
2013SSRN Electronic JournalThe Ethics of Financial Speculation in Futures MarketsIngo Pies, Matthias Georg Will, Thomas Glauben, SSren Prehn
2013List Forum für Wirtschafts- und Finanzpolitik: Vol. 39, Issue 1Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? — Ein Literaturüberblick zum aktuellen Stand der empirischen ForschungMatthias Georg Will, Sören Prehn, Ingo Pies, Thomas Glauben
2013SSRN Electronic JournalPermanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and SpeculationMarco Haase, Yvonne Seiler, Heinz Zimmermann
2013Agricultural Economics: Vol. 44, Issue s1Commodity index investment and food prices: does the “Masters Hypothesis” explain recent price spikes?Scott H. Irwin
2013SSRN Electronic JournalIs Financial Speculation with Agricultural Commodities Harmful or Helpful? A Literature Review of Current Empirical ResearchMatthias Georg Will, SSren Prehn, Ingo Pies, Thomas Glauben
2013Annual Review of Resource Economics: Vol. 5, Issue 1OPEC: What Difference Has It Made?Bassam Fattouh, Lavan Mahadeva
2013Journal of Banking & Finance: Vol. 37, Issue 1Oil price dynamics, macro-finance interactions and the role of financial speculationClaudio Morana
2013SSRN Electronic JournalThe Anti-Speculation Cycle, Managing Commodity Risk, and Position LimitsHilary Till
2013SSRN Electronic JournalSkepticism About Commodity Futures Markets: An AnswerHilary Till
2013SSRN Electronic JournalEndogenous Shifts in OPEC Market Power: A Stackelberg Oligopoly with FringeDaniel Huppmann
2013SSRN Electronic JournalNon-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and RemediesMichael Adjemian, Philip Garcia, Scott H. Irwin, Aaron Smith
2013SSRN Electronic JournalEffects of Index-Fund Investing on Commodity Futures PricesJames D. Hamilton, Jing Cynthia Wu
2013SSRN Electronic JournalThe Financialization of Commodity MarketsIng-Haw Cheng, Wei Xiong
2013SSRN Electronic JournalHeterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price DynamicsMarc Joëts
2012IMF Economic Review: Vol. 60, Issue 4On Oil Price Shocks: The Role of StorageDeren Unalmis, Ibrahim Unalmis, Derya Filiz Unsal
2012IMF Economic Review: Vol. 60, Issue 4Monetary Policy Responses to Oil Price FluctuationsMartin Bodenstein, Luca Guerrieri, Lutz Kilian
2012SSRN Electronic JournalOil Price Density Forecasts: Exploring the Linkages with Stock MarketsMarco Jacopo Lombardi, Francesco Ravazzolo
2012SSRN Electronic JournalAre Popular Narratives Regarding Recent Commodity Price Spikes Accurate?Hilary Till
2012SSRN Electronic JournalOil Price Dynamics, Macro-Finance Interactions and the Role of Financial SpeculationClaudio Morana
2012American Ethnologist: Vol. 39, Issue 4Commentary: The corporation, oil, and the financialization of riskSUZANA SAWYER


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