期刊
ECONOMICS LETTERS
卷 144, 期 -, 页码 119-122出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2016.05.007
关键词
Oil futures; Speculation; Fundamentals; Statistical factors
类别
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. (C) 2016 Elsevier B.V. All rights reserved.
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