1 |
A. Belke, I. Bordon, and U. Volz, "Effects of Global Liquidity on Commodity and Food Prices", Ruhr Economic Papers, No.323, Rheinisch-Westfalisches Institut fur Wirtschaftsforschung, 2012.
|
2 |
K. Tang and W. Xiong, "Index Investment and Financialization of Commodities", NBER Working Paper, No.16385, 2010.
|
3 |
UNCTAD, "Price Formation in Financialized Commodity Markets: The Role of Information," New York and Geneve, United Nations, 2011.
|
4 |
M. W. Masters, "Testimony before the United States Senate Committee of Homeland Security and Government Affairs", Washington, DC, 20 May, 2008.
|
5 |
C. L. Gilbert, "Speculative Influences on Commodity Futures Prices 2006-2008", Discussion Papers, No.197, UNCTAD, 2010.
|
6 |
K. Tang and W. Xiong, "Index Investment and the Financialization of Commodities", Financial Analysts Journal, Vol.68, No.6, pp.54-74, 2012. DOI: http://dx.doi.org/10.2469/faj.v68.n6.5
DOI
|
7 |
K. J. Singleton, "Investor Flows and the 2008 Boom/Bust in Oil Prices", Working paper, Stanford University, 2011.
|
8 |
J. D. Hamilton, "Causes and Consequences of the Oil Shock of 2007-08", Brookings Papers on Economic Activity, Spring, pp.215-261, 2009. DOI: http://dx.doi.org/10.1353/eca.0.0047
DOI
|
9 |
S. H. Irwin and D. R. Sanders, "The Impact of Index and Swap Funds in Commodity Futures Markets", Technical Report, OECD, 2010. DOI: http://dx.doi.org/10.1787/5kmd40wl1t5f-en
DOI
|
10 |
C. R. Knittel and R. S. Pindyck, "The Simple Economics of Commodity Price Speculation", NBER Working Paper, No.18951, 2013.
|
11 |
L. Kilian and D. Murphy, "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil", University of Michigan Working Paper, 2010.
|
12 |
C. Pirrong,, "Stochastic Fundamental Volatility, Speculation, and Commodity Storage", University of Houston Working Paper, 2008.
|
13 |
R. K. Kaufmann, "The Role of Market Fundamentals and Speculation in Recent Price Changes for Crude Oil", Energy Policy, Vol.39, No.1, pp. 105-115. 2011. DOI: http://dx.doi.org/10.1016/j.enpol.2010.09.018
DOI
|
14 |
L. Kilian and T. K. Lee, "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil", Discussion paper series, No.9297, Centre for Economic Policy Research, 2013.
|
15 |
L. Junvenal and I. Petrella, "Speculation in the Oil Market", Working Paper Series, Federal Reserve Bank of St. Louis, 2012.
|
16 |
R. S. Pindyck and J. J. Rotemberg, "The Excess Co-movement of Commodity Prices", Economic Journal, Vol.100, No.403, pp.1173-1189, 1990. DOI: http://dx.doi.org/10.2307/2233966
DOI
|
17 |
J. Kim and B. Seo, "On the Price Comovement and Volatility Spillover in the International Commodity Markets", The Korean Journal of Agricultural Economics, Vol.52, No.2, pp.1-26, 2011.
|
18 |
O. Ratanapakorn and S. C. Sharma, "Dynamic analysis between the US stock returns and the macroeconomic variables", Applied Financial Economics, Vol.17, No.5, pp.369-377, 2007. DOI: http://dx.doi.org/10.1080/09603100600638944
DOI
|
19 |
T. F. Cooley and S. F. LeRoy, "A theoretical Macroeconometrics: A Critique", Journal of Monetary Economics, Vol.16, pp.283-308, 1985. DOI: http://dx.doi.org/10.1016/0304-3932(85)90038-8
DOI
|
20 |
A. Humpe and P. Macmillan, "Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan", Applied Financial Economics, Vol.19, pp. 111-119, 2009. DOI: http://dx.doi.org/10.1080/09603100701748956
DOI
|
21 |
A., Inoue and L. Kilian, "Inference on Impulse Response Functions in Structural VAR Models", CEPR Discussion Papers, No.8419, 2011.
|