We investigate the role of speculation in the European natural gas market over the period 2020- 2024, a period marked by extreme price volatility driven by the energy crisis following Russia's invasion of Ukraine. Replicating the framework of Knittel and Pindyck (2016), we disentangle the...

This paper examines the dynamic relationships between speculative activities, commodity returns, and macroeconomic conditions across five sectors compassing 29 commodities. Using weekly data spanning from January 2000 to July 2023, we construct comprehensive measures of commodity market...

Predicting and trading assets in the global financial market represents a complex challenge driven by the dynamic and volatile nature of the sector. This study proposes a day trading strategy that optimizes asset purchase and sale parameters using differential evolution. To this end, an...