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The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
In: The Energy Journal.
RePEc:aen:journl:ej34-3-02.

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  12. The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas.
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  13. Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong.
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    In: Journal of Futures Markets.
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    In: Energy Economics.
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  21. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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  22. The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T.
    In: Journal of Commodity Markets.
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  23. Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach. (2019). Chen, Yongfei ; Shang, Yue ; Lei, Likun ; Wei, YU.
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  24. On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng.
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  25. Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad.
    In: Journal of Economic Impact.
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  26. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. (2018). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Journal of Money, Credit and Banking.
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  27. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele.
    In: Working Papers.
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    In: CQE Working Papers.
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  35. Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production. (2017). Rezaei, Mehdi ; Fattahi, Shahram ; Azami, Somayeh.
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  38. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
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  39. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain.
    In: International Finance Discussion Papers.
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  40. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
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  46. The Simple Economics of Commodity Price Speculation. (2016). Pindyck, Robert ; Knittel, Christopher.
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  48. The Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil Markets. (2015). Fritz, Andreas ; Weber, Christoph ; Stein, Michael.
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  49. Spread trading strategies in the crude oil futures market. (2014). Lubnau, Thorben .
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  50. Are there really bubbles in oil prices?. (2014). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; Balcilar, Mehmet.
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  51. A blessing in disguise: The implications of high global oil prices for the North American market. (2014). Guenette, Justin-Damien ; Alquist, Ron.
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  62. A weekly structural VAR model of the US crude oil market. (). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
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    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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  3. The Convenience Yield and the Informational Content of the Oil Futures Price. (2015). Khalaf, Lynda ; McMahon, Sebastien ; Jean-Thomas, Lynda Khalaf .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-2-02.

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  4. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-13.

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  5. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

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  6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10075.

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  7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18906.

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  8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2013_003.

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  9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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  10. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
    In: Working Papers.
    RePEc:fem:femwpa:2013.32.

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  11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

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  12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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  13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

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  14. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_918_13.

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  15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-25.

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  16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-15.

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  17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
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  18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-02.

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  19. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-01.

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  20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-2-07.

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  21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:15062.

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  22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:48900.

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  23. Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam.
    In: MPRA Paper.
    RePEc:pra:mprapa:42351.

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  24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti .
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2012-016.

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  25. On the Sources and Consequences of Oil Price Shocks; The Role of Storage. (2012). Unsal, Filiz D ; Unalmis, Ibrahim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/270.

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  26. Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00712823.

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  27. Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214.

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  28. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8928.

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  29. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

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  30. Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India. (2012). Bhanumurthy, N R ; Kumawat, Lokendra ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:219.

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  31. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  32. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-2.

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  33. Composite and Outlook Forecast Accuracy. (2012). Irwin, Scott ; Garcia, Philip ; Etienne, Xiaoli ; Colino, Evelyn V..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134270.

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  34. The Informational Content of Distant-Delivery Futures Contracts. (2012). Karali, Berna ; Dorfman, Jeffrey ; Schnake, Kristin N..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134221.

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  35. Do Financial Investors Destabilize the Oil Price?. (2011). Van Robays, Ine ; Lombardi, Marco.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/760.

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  36. Oil and Macroeconomy: The Case of Korea. (2011). Song, Joonhyuk ; Lee, Junhee .
    In: NBER Chapters.
    RePEc:nbr:nberch:11865.

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  37. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:110028.

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  38. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1022.

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  39. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  40. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1811.

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  41. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000156.

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  42. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-28.

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  43. The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan.
    In: NBER Working Papers.
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  44. Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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  45. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, .
    In: Working Papers.
    RePEc:cwm:wpaper:89.

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  46. THE GROWING INTERDEPENDENCE BETWEEN FINANCIAL AND COMMODITY MARKETS. (2009). Mayer, Joerg.
    In: UNCTAD Discussion Papers.
    RePEc:unc:dispap:195.

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  47. Nature of Oil Price Shocks and Monetary Policy. (2009). Lee, Junhee ; Song, Joonhyuk .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15306.

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  48. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14927.

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  49. Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0007.

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  50. Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy. (2008). Langer, Ashley ; Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200811.

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