Does Speculation Impact What Factors Determine Oil Futures Prices?


Autoria(s): Gogolin, Fabian; Kearney, Fearghal
Data(s)

01/07/2016

31/12/1969

Resumo

Recent studies provide contradictory evidence about the impact of speculation on commodity prices. Rather than directly evaluating this relationship we instead use a novel approach to assess if speculation can inform our choice of factor inclusion in modelling oil futures.

Identificador

http://pure.qub.ac.uk/portal/en/publications/does-speculation-impact-what-factors-determine-oil-futures-prices(49fcedf1-b65e-44bf-9f51-aedaaaf326af).html

http://dx.doi.org/10.1016/j.econlet.2016.05.007

Idioma(s)

eng

Direitos

info:eu-repo/semantics/embargoedAccess

Fonte

Gogolin , F & Kearney , F 2016 , ' Does Speculation Impact What Factors Determine Oil Futures Prices? ' Economics Letters , vol 144 , pp. 119-122 . DOI: 10.1016/j.econlet.2016.05.007

Tipo

article