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Price volatility, speculation and excessive speculation in commodity markets : sheep or shepherd behaviour?

Algieri, Bernardina - 2012

The present study aims to investigate the dynamics of primary commodity prices and the role of speculation over time. In particular the relationship between speculation and price volatility on the one side, and the linkage between excessive speculation and price volatility on the other side, is...

Persistent link: https://www.econbiz.de/10009540736