Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Year of publication: |
2022
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Authors: | Yao, Wei ; Alexiou, Constantinos |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 80.2022, p. 1-19
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Subject: | Commodity price volatility | Inventory arbitrage activity | Monetary policy | Speculative activity | Transmission mechanism | Volatilität | Volatility | Rohstoffpreis | Commodity price | Geldpolitische Transmission | Monetary transmission | Geldpolitik | Arbitrage | Spekulation | Speculation | Theorie | Theory | Schock | Shock | Schätzung | Estimation | USA | United States |
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