The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Haiqi Li, Hyung-Gun Kim, Sung Y. Park
| Year of publication: |
December 2015
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|---|---|
| Authors: | Li, Haiqi ; Kim, Hyung-Gun ; Park, Sung Y. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 112-122
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| Subject: | Oil prices | Crude oil futures markets | Speculation | Hedging | Time-varying coefficient model | Ölpreis | Oil price | Spekulation | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Welt | World | Volatilität | Volatility | Erdöl | Petroleum | Schätzung | Estimation | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475857