Does Speculation Impact What Factors Determine Oil Futures Prices?

Fabian Gogolin, Fearghal Kearney

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)
248 Downloads (Pure)

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.
Original languageEnglish
Pages (from-to)119-122
Number of pages4
JournalEconomics Letters
Volume144
Early online date14 May 2016
DOIs
Publication statusPublished - Jul 2016

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