Does speculation impact what factors determine oil futures prices?

被引：20

作者：

Gogolin, Fabian ^{[1
]}

Kearney, Fearghal ^{[1
]}

机构：

[1] Queens Univ Belfast, Queens Management Sch, Belfast BT9 5EE, Antrim, North Ireland

来源：

ECONOMICS LETTERS | 2016年 / 144卷

关键词：

Oil futures; Speculation; Fundamentals; Statistical factors; DYNAMICS; MARKETS;

D O I：

10.1016/j.econlet.2016.05.007

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：119 / 122

页数：4

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