Spillovers between non-commercial traders' activity and spot prices? : analysis of the financialization mechanism in the crude oil market
Antonio Focacci
| Year of publication: |
2023
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|---|---|
| Authors: | Focacci, Antonio |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 13.2023, 2, p. 157-182
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| Subject: | C01 (Econometrics) | C32 (time series models) | D84 (Expectations/Speculations) | Financialization | G12 (Asset Pricing) G15 (International financial markets) | Linear cointegration | Multibreakpoint analysis | Oil prices | Threshold cointegration | VAR models | Kointegration | Cointegration | Ölpreis | Oil price | VAR-Modell | VAR model | Ölmarkt | Oil market | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-07-2022-0110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312259