Does speculation impact what factors determine oil futures prices?

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 144
Issue: C
Pages: 119-122

Authors (2)

Gogolin, Fabian (not in RePEc) Kearney, Fearghal (Queen's University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Recent studies provide contradictory evidence about the impact of speculation on commodity prices. Rather than directly evaluating this relationship we instead use a novel approach to assess if speculation can inform our choice of factor inclusion in modelling oil futures.

Technical Details

RePEc Handle
repec:eee:ecolet:v:144:y:2016:i:c:p:119-122
Journal Field
General
Author Count
2
Added to Database
2026-01-25