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Oil Price Volatility and the Role of Speculation

Citations

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Cited by:

  1. Nida Çakır Melek & Troy Davig & Jun Nie & Andrew Lee Smith & Didem Tuzemen, 2015. "Evaluating a year of oil price volatility," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, September.
  2. Yao, Wei & Alexiou, Constantinos, 2022. "Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy," International Review of Financial Analysis, Elsevier, vol. 80(C).
  3. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
  4. Nyambuu, Unurjargal & Semmler, Willi, 2017. "Emerging markets’ resource booms and busts, borrowing risk and regime change," Structural Change and Economic Dynamics, Elsevier, vol. 41(C), pages 29-42.
  5. Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016. "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series 16-E-17, Bank of Japan.
  6. Snudden, Stephen, 2016. "Cyclical fiscal rules for oil-exporting countries," Economic Modelling, Elsevier, vol. 59(C), pages 473-483.
  7. Soohyeon Kim & Jungho Baek & Eunnyeong Heo, 2020. "Crude oil inventories: The two faces of Janus?," Empirical Economics, Springer, vol. 59(2), pages 1003-1018, August.
  8. Benjamin Beckers & Samya Beidas-Strom, 2015. "Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?," IMF Working Papers 2015/251, International Monetary Fund.
  9. Antti Lajunen & Panu Sainio & Lasse Laurila & Jenni Pippuri-Mäkeläinen & Kari Tammi, 2018. "Overview of Powertrain Electrification and Future Scenarios for Non-Road Mobile Machinery," Energies, MDPI, vol. 11(5), pages 1-22, May.
  10. William Godfred Cantah & Camara K Obeng & William G Brafu-Insaidoo, 2017. "Sources of oil price shocks and external balance in Ghana," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 5(4), pages 24-44, August.
  11. Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo, 2019. "Oil price elasticities and oil price fluctuations," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 1-20.
  12. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
  13. Piersanti, Giovanni & Piersanti, Mirko & Cicone, Antonio & Canofari, Paolo & Di Domizio, Marco, 2020. "An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm," Energy Economics, Elsevier, vol. 92(C).
  14. Saleh Mothana Obadi & Matej Korecek, 2018. "The Crude Oil Price and Speculations: Investigation Using Granger Causality Test," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 275-282.
  15. Ehouman, Yao Axel, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, vol. 168(C), pages 76-97.
  16. Sun, Zesheng & Wang, Yaoqing & Zhou, Xu & Yang, Lunan, 2019. "The roundabout from interest rates to commodity prices in China: The role of money flow," Resources Policy, Elsevier, vol. 61(C), pages 627-642.
  17. Yao, Wei & Alexiou, Constantinos, 2024. "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," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1054-1072.
  18. Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David, 2021. "A closer look into the global determinants of oil price volatility," Energy Economics, Elsevier, vol. 95(C).
  19. Priya, Pragati & Pal, Debdatta, 2024. "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, vol. 92(C).
  20. Teti, Emanuele & Dallocchio, Maurizio & De Sanctis, Daniele, 2020. "Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry," Energy Policy, Elsevier, vol. 144(C).
  21. Jin, Xin, 2019. "The role of market expectations in commodity price dynamics: Evidence from oil data," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 1-18.
  22. Yao Axel Ehouman, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters : Evidence using a Copula Approach," Post-Print hal-03348410, HAL.
  23. Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
  24. Rosnawintang Rosnawintang & Tajuddin Tajuddin & Pasrun Adam & Yuwanda Purnamasari Pasrun & La Ode Saidi, 2021. "Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 15-21.
  25. Yao Axel Ehouman, 2020. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers 2020-31, University of Paris Nanterre, EconomiX.
  26. Tan, Yan & Uprasen, Utai, 2023. "Asymmetric effects of oil price shocks on income inequality in ASEAN countries," Energy Economics, Elsevier, vol. 126(C).
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