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Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics

Citations

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Cited by:

  1. Aït-Youcef, Camille & Joëts, Marc, 2024. "The role of index traders in the financialization of commodity markets: A behavioral finance approach," Energy Economics, Elsevier, vol. 136(C).
  2. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  3. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  4. Camille Aït-Youcef, 2019. "How index investment impacts commodities : A story about the financialization of agricultural commodities," Post-Print hal-03484371, HAL.
  5. Jun Maekawa & Koji Shimada, 2019. "A Speculative Trading Model for the Electricity Market: Based on Japan Electric Power Exchange," Energies, MDPI, vol. 12(15), pages 1-15, July.
  6. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  7. 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.
  8. Nguyen, Quynh Nga & Aboura, Sofiane & Chevallier, Julien & Zhang, Lyuyuan & Zhu, Bangzhu, 2020. "Local Gaussian correlations in financial and commodity markets," European Journal of Operational Research, Elsevier, vol. 285(1), pages 306-323.
  9. Su, Chi-Wei & Yang, Shengyao & Dumitrescu Peculea, Adelina & Ioana Biţoiu, Teodora & Qin, Meng, 2024. "Energy imports in turbulent eras: Evidence from China," Energy, Elsevier, vol. 306(C).
  10. repec:ipg:wpaper:2014-569 is not listed on IDEAS
  11. Christodoulakis, George, 2020. "Estimating the term structure of commodity market preferences," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1146-1163.
  12. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  13. Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
  14. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  15. Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019. "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, vol. 62(C), pages 240-255.
  16. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  17. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  18. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  19. Sifat, Imtiaz & Ghafoor, Abdul & Ah Mand, Abdollah, 2021. "The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  20. You-hua Chen & Chan Wang & Pu-yan Nie, 2020. "Emission regulation of conventional energy-intensive industries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(4), pages 3723-3737, April.
  21. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  22. repec:ipg:wpaper:2014-523 is not listed on IDEAS
  23. repec:ipg:wpaper:2014-443 is not listed on IDEAS
  24. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  25. Czudaj, Robert L., 2019. "Crude oil futures trading and uncertainty," Energy Economics, Elsevier, vol. 80(C), pages 793-811.
  26. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  27. repec:ipg:wpaper:2014-586 is not listed on IDEAS
  28. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  29. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  30. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  31. repec:ipg:wpaper:28 is not listed on IDEAS
  32. repec:ipg:wpaper:2013-028 is not listed on IDEAS
  33. Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.
  34. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  35. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  36. repec:ipg:wpaper:2014-583 is not listed on IDEAS
  37. repec:ipg:wpaper:2014-549 is not listed on IDEAS
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