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Marginal speculation and hedging in commodity markets

Article ID Journal Published Year Pages File Type
7352295 Finance Research Letters 2017 20 Pages PDF
Abstract
Speculation and hedge indices and macro-economic factors present different significance results for different commodities.
Keywords
DCCFinancial speculationFutures marketsMetalsEnergy commoditiesAgricultural commoditiesGARCH
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Marginal speculation and hedging in commodity markets
Authors
Veysel Ulusoy, Özgür Ünal Onbirler,
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Journal
Finance Research Letters
Journal: Finance Research Letters
Related Categories
DCC
Financial speculation
Futures markets
Metals
Energy commodities
Agricultural commodities
GARCH
Economics and Econometrics
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