On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model

Wei Yao, Constantinos Alexiou

Year of publication:	2024
Authors:	Yao, Wei ; Alexiou, Constantinos
Subject:	Commodity price \| QE policy \| Speculative activity \| Transmission mechanism \| Rohstoffpreis \| Spekulation \| Speculation \| Geldpolitische Transmission \| Monetary transmission \| Volatilität \| Volatility \| VAR-Modell \| VAR model

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