Gogolin, F and Kearney, F (2016) Does speculation impact what factors determine oil futures prices? Economics Letters, 144. pp. 119-122. ISSN 0165-1765
Abstract
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.
Metadata
Item Type: | Article |
---|---|
Authors/Creators: |
|
Copyright, Publisher and Additional Information: | © 2016 Elsevier B.V. This is an author produced version of a paper published in Economics Letters. Uploaded in accordance with the publisher's self-archiving policy. |
Keywords: | Oil futures; Speculation; Fundamentals; Statistical factors |
Dates: |
|
Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 07 Jan 2019 14:54 |
Last Modified: | 07 Jan 2019 14:54 |
Status: | Published |
Publisher: | Elsevier |
Identification Number: | 10.1016/j.econlet.2016.05.007 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:140578 |