The economics of commodity market manipulation: A survey
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DOI: 10.1016/j.jcomm.2017.02.001
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Citations
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Cited by:
- Bredin, Don & Potì, Valerio & Salvador, Enrique, 2023. "Revisiting the Silver Crisis," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Juan Ignacio Guzmán & Enrique Silva, 2018. "Copper price determination: fundamentals versus non-fundamentals," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(3), pages 283-300, October.
- Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024. "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Stenfors, Alexis & Doraghi, Mehrdaad & Soviany, Cristina & Susai, Masayuki & Vakili, Kaveh, 2023.
"Cross-market spoofing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
- Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili, 2022. "Cross-Market Spoofing," Working Papers in Economics & Finance 2022-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Jonathan A. Batten & Igor LonČarski & Peter G. Szilagyi, 2022. "Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal," Abacus, Accounting Foundation, University of Sydney, vol. 58(1), pages 1-23, March.
- Brøgger, Søren Bundgaard, 2021. "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere, 2023. "A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market," Working Papers in Economics & Finance 2023-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Shimeng Shi, 2022. "Bitcoin futures risk premia," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2190-2217, December.
- Gerveni, Maria & Serra, Teresa & Irwin, Scott H. & Hubbs, Todd, 2023. "Price connectedness in U.S. ethanol terminal markets," Energy Economics, Elsevier, vol. 124(C).
- Mayer, Klaus & Trück, Stefan, 2018. "Electricity markets around the world," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 77-100.
- Aïd, René & Callegaro, Giorgia & Campi, Luciano, 2020. "No-arbitrage commodity option pricing with market manipulation," LSE Research Online Documents on Economics 103815, London School of Economics and Political Science, LSE Library.
- Stenfors, Alexis & Susai, Masayuki, 2021.
"Spoofing and pinging in foreign exchange markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
- Alexis Stenfors & Masayuki Susai, 2018. "Spoofing and Pinging in Foreign Exchange Markets," Working Papers in Economics & Finance 2018-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo, 2023. "Commodity prices under the threat of operational disruptions: Labor strikes at copper mines," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Ren'e Aid & Giorgia Callegaro & Luciano Campi, 2019. "No-Arbitrage Commodity Option Pricing with Market Manipulation," Papers 1909.07896, arXiv.org, revised Mar 2020.
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Keywords
Manipulation; Market power; Commodity futures markets; Regulation;All these keywords.
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