Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant
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Cited by:
- Julien Chevallier, 2010. "Etudes économétriques récentes réalisées à partir des données de la CFTC," Working Papers halshs-00458917, HAL.
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More about this item
Keywords
crude oil market; futures market; speculation;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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