Matches in SemOpenAlex for { <https://semopenalex.org/work/W4309630761> ?p ?o ?g. }
- W4309630761 endingPage "106386" @default.
- W4309630761 startingPage "106386" @default.
- W4309630761 abstract "Do investors' financial trading behaviors really affect commodity price fluctuations? What is their role behind the financialization of commodities? Adopting weekly data from the U.S. Commodity Futures Trading Commission (CFTC), this paper uses quantile regression to study the nonlinear influence of speculative and hedging activities on the co-movement of commodity returns. Empirical results indicate that, firstly, speculative activities enhance the co-movement while hedging activities weaken the correlation between different commodity prices on average. Moreover, both effects are strengthened when the correlation in the quantile regression increases. In addition, the coefficient change trend of sub samples before the crisis at different quantiles is opposite from that of the whole sample and the sample after the crisis, whether it is speculation or hedging. Lastly, speculative and hedging activities have significant asymmetric effects on the excess co-movement. Some new and interesting conclusions are found, with implications for investors, regulators and policymakers." @default.
- W4309630761 created "2022-11-28" @default.
- W4309630761 creator A5010789733 @default.
- W4309630761 creator A5060668195 @default.
- W4309630761 creator A5073671564 @default.
- W4309630761 date "2022-11-01" @default.
- W4309630761 modified "2023-10-18" @default.
- W4309630761 title "Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities" @default.
- W4309630761 cites W1198609010 @default.
- W4309630761 cites W1491711721 @default.
- W4309630761 cites W1493102849 @default.
- W4309630761 cites W1564180502 @default.
- W4309630761 cites W1727659491 @default.
- W4309630761 cites W1853452347 @default.
- W4309630761 cites W1868211612 @default.
- W4309630761 cites W1979646690 @default.
- W4309630761 cites W1992041523 @default.
- W4309630761 cites W1993231171 @default.
- W4309630761 cites W2016913356 @default.
- W4309630761 cites W2020710668 @default.
- W4309630761 cites W2024081693 @default.
- W4309630761 cites W2052441401 @default.
- W4309630761 cites W2059507684 @default.
- W4309630761 cites W2089468765 @default.
- W4309630761 cites W2093165728 @default.
- W4309630761 cites W2093380315 @default.
- W4309630761 cites W2094221602 @default.
- W4309630761 cites W2098192078 @default.
- W4309630761 cites W2107592233 @default.
- W4309630761 cites W2107802909 @default.
- W4309630761 cites W2108855171 @default.
- W4309630761 cites W2113208252 @default.
- W4309630761 cites W2113778701 @default.
- W4309630761 cites W2113983529 @default.
- W4309630761 cites W2114660587 @default.
- W4309630761 cites W2144031751 @default.
- W4309630761 cites W2159875025 @default.
- W4309630761 cites W2163937387 @default.
- W4309630761 cites W2252710273 @default.
- W4309630761 cites W2333630357 @default.
- W4309630761 cites W2487337118 @default.
- W4309630761 cites W2504053067 @default.
- W4309630761 cites W2614051658 @default.
- W4309630761 cites W2758543453 @default.
- W4309630761 cites W2762142016 @default.
- W4309630761 cites W2762142247 @default.
- W4309630761 cites W2792641363 @default.
- W4309630761 cites W2800446252 @default.
- W4309630761 cites W2883414680 @default.
- W4309630761 cites W2897315549 @default.
- W4309630761 cites W2937768757 @default.
- W4309630761 cites W2953772545 @default.
- W4309630761 cites W3008273182 @default.
- W4309630761 cites W3021993446 @default.
- W4309630761 cites W3084432689 @default.
- W4309630761 cites W3115549989 @default.
- W4309630761 cites W3121295918 @default.
- W4309630761 cites W3121346496 @default.
- W4309630761 cites W3121467893 @default.
- W4309630761 cites W3121489198 @default.
- W4309630761 cites W3122576384 @default.
- W4309630761 cites W3123068586 @default.
- W4309630761 cites W3124352473 @default.
- W4309630761 cites W3124505214 @default.
- W4309630761 cites W3124526065 @default.
- W4309630761 cites W3124612510 @default.
- W4309630761 cites W3124777358 @default.
- W4309630761 cites W3124986135 @default.
- W4309630761 cites W3125210204 @default.
- W4309630761 cites W3125234910 @default.
- W4309630761 cites W3131996712 @default.
- W4309630761 cites W3158704398 @default.
- W4309630761 cites W3163150995 @default.
- W4309630761 cites W3185112528 @default.
- W4309630761 cites W4200355304 @default.
- W4309630761 cites W4241653265 @default.
- W4309630761 cites W4241996101 @default.
- W4309630761 cites W4376849640 @default.
- W4309630761 doi "https://doi.org/10.1016/j.eneco.2022.106386" @default.
- W4309630761 hasPublicationYear "2022" @default.
- W4309630761 type Work @default.
- W4309630761 citedByCount "0" @default.
- W4309630761 crossrefType "journal-article" @default.
- W4309630761 hasAuthorship W4309630761A5010789733 @default.
- W4309630761 hasAuthorship W4309630761A5060668195 @default.
- W4309630761 hasAuthorship W4309630761A5073671564 @default.
- W4309630761 hasConcept C10138342 @default.
- W4309630761 hasConcept C106159729 @default.
- W4309630761 hasConcept C106306483 @default.
- W4309630761 hasConcept C118671147 @default.
- W4309630761 hasConcept C139719470 @default.
- W4309630761 hasConcept C149782125 @default.
- W4309630761 hasConcept C162324750 @default.
- W4309630761 hasConcept C185592680 @default.
- W4309630761 hasConcept C198531522 @default.
- W4309630761 hasConcept C2778300220 @default.
- W4309630761 hasConcept C2779439359 @default.
- W4309630761 hasConcept C2780837152 @default.