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1. Foreign Exchange Speculation: An Event Study. (2018). Hayward, Rob.
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2. News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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3. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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4. Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo.
   In: Energy.
   RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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5. Trading activities and price discovery in foreign currency futures markets. (2016). Gau, Yin-Feng ; Liao, Wen-Ju ; Chen, Yu-Lun.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0486-9.

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6. Trading Activity and Prices in Energy Futures Market. (2016). Ates, Aysegul.
   In: Eurasian Journal of Economics and Finance.
   RePEc:ejn:ejefjr:v:4:y:2016:i:2:p:1-11.

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7. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco .
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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8. Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Liao, Hua ; Chen, Hao.
   In: Energy Economics.
   RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49.

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9. Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTCs announcements during the 2008 financial crisis?. (2016). Berk, Istemi ; Rauch, Jannes.
   In: Energy Economics.
   RePEc:eee:eneeco:v:54:y:2016:i:c:p:337-348.

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10. Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

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11. Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Liao, Hua ; Chen, Hao.
    In: CEEP-BIT Working Papers.
    RePEc:biw:wpaper:96.

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12. Do hedging and speculative pressures drive commodity prices, or the other way round?. (2015). Lehecka, Georg.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:2:p:575-603.

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13. Big Fish: Oil Markets and Speculation. (2015). Cologni, Alessandro ; Sitzia, Francesco Giuseppe ; Scarpa, Elisa .
    In: Working Papers.
    RePEc:fem:femwpa:2015.52.

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14. Investor structure and the informational efficiency of commodity futures prices. (2015). Chen, Yu-Lun ; Chang, Ya-Kai .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:358-367.

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15. Trading on mean-reversion in energy futures markets. (2015). Lubnau, Thorben ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:312-319.

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16. Drought, ethanol, and livestock. (2015). Colson, Gregory ; Hao, NA ; Wetzstein, Michael ; Park, Cheol Woo ; Seong, Byeongchan .
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:301-307.

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17. How does Google search affect trader positions and crude oil prices?. (2015). Li, Xin ; Zhang, Xun ; Wang, Shouyang ; Ma, Jian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:162-171.

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18. The impact of information flow and trading activity on gold and oil futures volatility. (2014). Clements, Adam ; Todorova, Neda.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2014_03.

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19. Effect of inventory announcements on crude oil price volatility. (2014). Bu, Hui .
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:485-494.

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20. Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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21. Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns. (2014). wang, kuan min ; Lai, Hung-Cheng .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:156-165.

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22. Paper oil and physical oil: has speculative pressure in oil futures increased volatility in spot oil prices?. (2014). Fowowe, Babajide .
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:38:y:2014:i:3:p:356-372.

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23. THE FOURTH DIMENSION: DERIVATIVES AS A FORM OF CAPITAL. (2014). Mello, Guilherme Santos ; ROSSI, PEDRO LINHARES .
    In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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24. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0042.

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25. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Working Papers.
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26. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation. (2013). Nicolini, Marcella ; Manera, Matteo.
    In: Working Papers.
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27. Detecting speculation in volatility of commodities futures markets. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: EcoMod2013.
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28. Liquidity commonality in commodities. (2013). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:11-20.

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29. The effectiveness of position limits: Evidence from the foreign exchange futures markets. (2013). Gau, Yin-Feng ; Chen, Yu-Lun ; Chang, Ya-Kai ; Chou, Robin K..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4501-4509.

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30. On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Maher, Daniela ; Chen, Haojun .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201.

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31. Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2013). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:491-502.

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32. Speculative trading and WTI crude oil futures price movement: An empirical analysis. (2013). Zhang, Yue-Jun.
    In: Applied Energy.
    RePEc:eee:appene:v:107:y:2013:i:c:p:394-402.

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33. Measuring Index Investment in Commodity Futures Markets. (2013). Irwin, Scott ; Sanders, Dwight R..
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-05.

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34. Speculation and the 2008 oil bubble: The DCOT Report analysis. (2012). Tokic, Damir .
    In: Energy Policy.
    RePEc:eee:enepol:v:45:y:2012:i:c:p:541-550.

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35. The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market. (2012). Szklo, Alexandre ; Silverio, Renan .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1799-1808.

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36. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
    In: Applied Economic Perspectives and Policy.
    RePEc:oup:apecpp:v:33:y:2011:i:1:p:1-31..

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37. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
    In: Applied Economic Perspectives and Policy.
    RePEc:oup:apecpp:v:33:y:2011:i:1:p:1-31.

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38. Modelling oil price expectations: Evidence from survey data. (2011). Uctum, Remzi ; Prat, Georges.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:3:p:236-247.

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39. What has driven oil prices since 2000? A structural change perspective. (2011). Xu, Jin-Hua ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1082-1094.

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40. The third oil price surge - Whats different this time?. (2010). Kesicki, Fabian .
    In: Energy Policy.
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41. Speculation and Nonlinear Price Dynamics in Commodity Futures Markets. (2010). Sigl-Grub, C. ; Schiereck, D..
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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42. Econometric modelling for short-term oil price forecasting. (2010). Merino, Antonio ; Albacete, Rebeca .
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:34:y:2010:i:1:p:25-41.

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43. A speculative bubble in commodity futures prices? Cross-sectional evidence. (2010). Irwin, Scott ; Sanders, Dwight R..
    In: Agricultural Economics.
    RePEc:bla:agecon:v:41:y:2010:i:1:p:25-32.

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44. Risk-adjusted forecasts of oil prices. (2009). Pisani, Massimiliano ; Pagano, Patrizio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2009999.

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45. Risk-Adjusted Forecasts of Oil Prices. (2009). Pisani, Massimiliano ; Pagano, Patrizio.
    In: The B.E. Journal of Macroeconomics.
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46. Liquidity-Induced Dynamics in Futures Markets. (2008). Gencay, Ramazan ; Fagan, Stephen.
    In: MPRA Paper.
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47. Liquidity-Induced Dynamics in Futures Markets. (2008). Gencay, Ramazan ; Fagan, Stephen.
    In: EERI Research Paper Series.
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48. Smart Money? The Forecasting Ability of CFTC Large Traders. (2007). Irwin, Scott ; Sanders, Dwight R. ; Merrin, Robert.
    In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
    RePEc:ags:nccsci:37556.

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49. Risk-Adjusted Forecasts of Oil Prices. (2006). Pisani, Massimiliano ; Pagano, Patrizio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_585_06.

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50. FAQs about oil and the world economy. (2004). Suyker, Wim ; Kingma, Douwe.
    In: CPB Memorandum.
    RePEc:cpb:memodm:104.

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