Does Speculation Impact What Factors Determine Oil Futures Prices?

Fabian Gogolin, Fearghal Kearney

Research output: Contribution to journalArticle

14 Citations (Scopus)
213 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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