The impact of speculation on commodity prices: A Meta-Granger analysis

Author:

Wimmer ThomasORCID,Geyer-Klingeberg JeromeORCID,Hütter Marie,Schmid FlorianORCID,Rathgeber Andreas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference94 articles.

1. The role of financial speculation in driving the price of crude oil;Alquist;Energy J.,2013

2. The Price Impact of Index Funds in Commodity Futures Markets: Evidence from the CFTC's Daily Large Trader Reporting System;Aulerich,2010

3. Bubbles, food prices, and speculation: evidence from the CFTC's daily large trader data files;Aulerich,2014

4. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financ. Rev.,2010

5. A non-parametric approach to non-linear causality testing;Bell;Econ. Lett.,1996

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