Identifying speculative demand shocks in commodity futures markets through changes in volatility
Year of publication: |
2017
|
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Authors: | Hachula, Michael ; Rieth, Malte |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | financialization | hedge funds | index investors | market structure | liquidity | limits to arbitrage | heteroskedasticity |
Series: | DIW Discussion Papers ; 1646 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 882064665 [GVK] hdl:10419/156138 [Handle] |
Classification: | q02 ; G13 - Contingent Pricing; Futures Pricing ; E39 - Prices, Business Fluctuations, and Cycles. Other |
Source: |
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Identifying speculative demand shocks in commodity futures markets through changes in volatility
Hachula, Michael, (2017)
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Identifying Speculative Demand Shocks in Commodity Futures Markets Through Changes in Volatility
Hachula, Michael, (2017)
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