1. On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2. Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459.

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3. Agricultural commodity markets in the wake of the black sea grain initiative. (2023). Steinbach, Sandro ; Goyal, Raghav.
   In: Economics Letters.
   RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003221.

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4. The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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5. Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?. (2022). Trede, Mark ; Branger, Nicole ; Bohl, Martin T.
   In: Applied Economic Perspectives and Policy.
   RePEc:wly:apecpp:v:44:y:2022:i:3:p:1534-1553.

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6. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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7. Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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8. Financialization, common stochastic trends, and commodity prices. (2021). Kupabado, Moses M ; Kaehler, Juergen.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1988-2008.

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9. Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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10. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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11. Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9202.

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12. Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina.
    In: The World Economy.
    RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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13. Return dynamics during periods of high speculation in a thinly traded commodity market. (2020). Stefan, Martin ; Bohl, Martin T.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:1:p:145-159.

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14. Measuring price discovery in the European wheat market using the partial cointegration approach. (2020). von Cramon-Taubadel, Stephan ; Herwartz, Helmut ; Vollmer, Teresa.
    In: European Review of Agricultural Economics.
    RePEc:oup:erevae:v:47:y:2020:i:3:p:1173-1200..

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15. Can we still blame index funds for the price movements in the agricultural commodities market?. (2020). Palazzi, Rafael Baptista ; de Oliveira, Erick Meira ; Klotzle, Marcelo Cabus ; Figueiredo, Antonio Carlos.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:65:y:2020:i:c:p:84-93.

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16. Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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17. Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

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18. The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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19. Price discovery in commodity derivatives: Speculation or hedging?. (2019). Michayluk, David ; Patel, Vinay.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1107-1121.

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20. Speculation and volatility—A time‐varying approach applied on Chinese commodity futures markets. (2019). Voelzke, Jan ; Wellenreuther, Claudia.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:4:p:405-417.

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21. Permanent and transitory price shocks in commodity futures markets and their relation to speculation. (2019). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1387-2.

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22. Effect of Speculators’ Position Changes on the LME Futures Market. (2019). Park, Jaehwan.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:32-:d:239935.

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23. Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour. (2019). Awan, Obaid A.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318300060.

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24. 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.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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25. Commodity futures with thinly traded cash markets: The case of live cattle. (2019). Schroeder, Ted ; Coffey, Brian ; Tonsor, Glynn T.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:15:y:2019:i:c:2.

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26. Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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27. In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Ciaian, Pavel ; Pokrivak, Jan ; Rajaniova, Miroslava ; Mieka, Toma.
    In: Economics Letters.
    RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337.

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28. Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin .
    In: CQE Working Papers.
    RePEc:cqe:wpaper:8919.

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29. An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:8619.

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30. Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. (2019). Trede, Mark ; Branger, Nicole ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:8019.

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31. Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures. (2018). Siklos, Pierre ; Martin, Pierre Siklos.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0111.

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32. Investor sentiment and market fundamentals: the impact of index investment on energy and metals markets. (2018). Gilbert, Christopher L.
    In: Mineral Economics.
    RePEc:spr:minecn:v:31:y:2018:i:1:d:10.1007_s13563-017-0135-6.

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33. Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves. (2018). van Huellen, Sophie.
    In: Working Papers.
    RePEc:soa:wpaper:211.

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34. Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes. (2018). Steenkamp, Daan ; Mulligan, Nicholas.
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2018/03.

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35. An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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36. Integrating swaps and futures: A new direction for commodity research. (2018). Riggs, Lynn ; Onur, Esen ; Mixon, Scott .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:3-21.

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37. Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

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38. The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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39. Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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40. The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7718.

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41. Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7518.

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42. Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7418.

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43. A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation. (2018). Algieri, Bernardina.
    In: Discussion Papers.
    RePEc:ags:ubzefd:281139.

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44. .

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45. Predictability of structural co-movement in commodity prices: the role of technical indicators. (2017). Yin, Libo ; Su, Zhi ; Yang, Qingyuan.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:5:p:795-812.

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46. Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:8588.

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47. Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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48. Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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49. New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market. (2017). Shanker, Latha.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:5:y:2017:i:c:p:18-35.

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50. Marginal speculation and hedging in commodity markets. (2017). Ulusoy, Veysel ; Onbirler, Ozgur Unal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:269-282.

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51. Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I.
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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52. What Drives Volatility Expectations in Grain and Oilseed Markets?. (2017). Robe, Michel ; Adjemian, Michael ; Wallen, Jonathan ; Bruno, Valentina.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258452.

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53. .

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54. Commodities, financialization, and heterogeneous agents. (2016). Schlag, Christian ; Grüning, Patrick ; Branger, Nicole ; Gruning, Patrick.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:131r.

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55. Commodities, financialization, and heterogeneous agents. (2016). Schlag, Christian ; Grüning, Patrick ; Gruning, Patrick ; Branger, Nicole.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:131.

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56. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark.
    In: Post-Print.
    RePEc:hal:journl:hal-01387596.

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57. The impact of investor sentiment on returns and conditional volatility in U.S. futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:36:y:2016:i:c:p:89-102.

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58. 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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59. The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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60. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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61. Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

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62. 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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63. The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738.

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64. 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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65. Food Inflation in India: Causes and Consequences.. (2015). Sen Gupta, Abhijit ; Bhattacharya, Rudrani.
    In: Working Papers.
    RePEc:npf:wpaper:15/151.

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66. 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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67. A new approach to measure speculation in the oil futures market and some policy implications. (2015). Chan, Leo H ; Nguyen, Chi M.
    In: Energy Policy.
    RePEc:eee:enepol:v:86:y:2015:i:c:p:133-141.

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68. Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices. (2015). Kellard, Neil ; McCrorie, Roderick J ; Gilbert, Christopher L ; Figuerola-Ferretti, Isabel ; Coakley, Jerry ; Osborn, Denise .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:5:p:763-782.

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69. Der Einfluss von long-only-Indexfonds auf die Preisbildung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten. (2015). Prehn, S ; Will, M G ; Pies, I ; Loy, J.-P., ; Glauben, T.
    In: Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”.
    RePEc:ags:gewipr:261708.

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70. Discourse and regulation failures: The ambivalent influence of NGOs on political organizations. (2014). Pies, Ingo ; Will, Matthias Georg.
    In: Discussion Papers.
    RePEc:zbw:mlucee:20142.

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71. The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market. (2014). Irwin, Scott ; Garcia, Philip ; Wang, Xiaoyang.
    In: American Journal of Agricultural Economics.
    RePEc:oup:ajagec:v:96:y:2014:i:2:p:557-577..

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72. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2014). Aulerich, Nicole M. ; Irwin, Scott H. ; Garcia, Philip.
    In: NBER Chapters.
    RePEc:nbr:nberch:12814.

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73. Market interdependence and volatility transmission among major crops:. (2014). Robles, Luis ; Hernandez, Manuel ; Gardebroek, Cornelis.
    In: IFPRI discussion papers.
    RePEc:fpr:ifprid:1344.

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74. A roller coaster ride: an empirical investigation of the main drivers of the international wheat price. (2014). Algieri, Bernardina.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:45:y:2014:i:4:p:459-475.

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75. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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76. Agricultural Commodity Futures Market Volatility: A Case for Punctuated Equilibrium. (2014). Apperson, George P..
    In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia.
    RePEc:ags:saea15:196760.

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77. A global VAR model for the analysis of wheat export prices. (2014). Piras, Francesco ; Gutierrez, Luciano .
    In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia.
    RePEc:ags:eaae14:182723.

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78. Do financially innovative futures matter?. (2013). Lin, Feng-Jyh ; Chen, Yi-Min.
    In: The Service Industries Journal.
    RePEc:taf:servic:v:33:y:2013:i:9-10:p:941-957.

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79. 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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80. The Financialization of Commodity Markets. (2013). Xiong, Wei ; Cheng, Ing-Haw.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19642.

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81. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2013). Irwin, Scott ; Garcia, Philip ; Aulerich, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19065.

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82. 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.
    RePEc:mib:wpaper:243.

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83. Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach. (2013). Magrini, Emiliano ; Donmez, Ayca .
    In: JRC Working Papers.
    RePEc:ipt:iptwpa:jrc84138.

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84. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation. (2013). Nicolini, Marcella ; Manera, Matteo.
    In: Working Papers.
    RePEc:fem:femwpa:2013.45.

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85. Detecting speculation in volatility of commodities futures markets. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: EcoMod2013.
    RePEc:ekd:004912:5125.

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86. Do long-short speculators destabilize commodity futures markets?. (2013). Brooks, Chris ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:230-240.

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87. The Financialization of Food?. (2013). Robe, Michel ; Buyuksahin, Bahattin ; Bruno, Valentina G..
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-39.

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88. A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price. (2013). Algieri, Bernardina.
    In: Discussion Papers.
    RePEc:ags:ubzefd:145556.

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89. Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten. (2013). Will, Matthias Georg ; Pies, Ingo ; Loy, Jens-Peter ; Glauben, Thomas ; Prehn, Soren.
    In: IAMO Discussion Papers.
    RePEc:ags:iamodp:161078.

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90. Wheat and corn price skewness and volatility: Risk management implications for farmers and end users. (2013). Williams, J.
    In: Australasian Agribusiness Review.
    RePEc:ags:auagre:206167.

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91. A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices. (2013). Piras, F. ; Gutierrez, L..
    In: 2013 Second Congress, June 6-7, 2013, Parma, Italy.
    RePEc:ags:aiea13:149760.

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92. Dissecting Corn Price Movements with Directed Acyclic Graphs. (2013). Irwin, Scott ; Garcia, Philip ; Etienne, Xiaoli.
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:151279.

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93. Measuring Index Investment in Commodity Futures Markets. (2013). Irwin, Scott ; Sanders, Dwight R..
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101. Price Volatility, Speculation and Excessive Speculation in Commodity Markets: sheep or shepherd behaviour?. (2012). Algieri, Bernardina.
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102. Financialization and Structural Change in Commodity Futures Markets. (2012). Irwin, Scott ; Sanders, Dwight R..
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103. Historical Performance of Commodity and Stock Markets. (2012). Detre, Joshua ; Zapata, Hector O. ; Hanabuchi, Tatsuya .
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104. Does the Masters Hypothesis Explain Recent Food Price Spikes?. (2012). Irwin, Scott.
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105. Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach. (2012). Odening, Martin ; Filler, Guenther ; Liu, Xiaoliang .
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107. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
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108. Index Funds, Financialization, and Commodity Futures Markets. (2011). Irwin, Scott ; Sanders, Dwight R..
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109. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. (2011). Hayes, Dermot ; Du, Xiaodong ; Yu, Cindy L..
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110. The Role of Financial Speculation in Driving the Price of Crude Oil. (2011). Alquist, Ron ; Gervais, Olivier .
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111. Three essays in commodity futures and options price performance. (2011). Bozic, Marin.
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112. Price volatility, market regulation and risk management: challenges for the future of the CAP. (2011). Chatellier, Vincent.
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113. Trade Barrier Volatility and Agricultural Price Stabilization. (2010). Anderson, Kym ; Nelgen, Signe.
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