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 |
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| Authors/Creators: |
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| 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: |
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| 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 |
CORE (COnnecting REpositories)
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