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International Review of Applied Economics Volume 30, 2016 - Issue 2
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Original Articles

Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?

Bernardina AlgieriDepartment of Economics, Statistics, and Finance, University of Calabria, Rende, Italy;Center for Development Studies (ZEF), Bonn University, Bonn, GermanyCorrespondence[email protected]
Pages 210-237 | Received 11 Aug 2013, Accepted 28 Sep 2015, Published online: 12 Jan 2016

Citations (16)

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Carlotta Breman & Servaas Storm. (2023) Betting on Black Gold: Oil Speculation and U.S. Inflation (2020–2022). International Journal of Political Economy 52:2, pages 153-180.
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Articles from other publishers (15)

Oscar Melo-Vega-Angeles & Bryan Chuquillanqui-Lichardo. (2023) The Impact of COVID-19 on the Volatility of Copper Futures. Economies 11:7, pages 200.
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Anna Szczepańska-Przekota. (2023) Are Small Agricultural Markets Recipients of World Prices? The Case of Poland. Agriculture 13:6, pages 1214.
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Randy Priem. (2023) Introduction of a Market Correction Mechanism Regulation as a Consequence of the 2021–2023 Energy Crisis. SSRN Electronic Journal.
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Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan & Phiraphat Sutthimat. (2022) Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields. Symmetry 14:11, pages 2385.
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Algirdas Justinas Staugaitis & Bernardas Vaznonis. (2022) Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. Agriculture 12:11, pages 1892.
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Johan de Jong, Joep Sonnemans & Jan Tuinstra. (2022) The effect of futures markets on the stability of commodity prices. Journal of Economic Behavior & Organization 198, pages 176-211.
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Thomas Wimmer, Jerome Geyer-Klingeberg, Marie Hütter, Florian Schmid & Andreas Rathgeber. (2021) The impact of speculation on commodity prices: A Meta-Granger analysis. Journal of Commodity Markets 22, pages 100148.
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Bernardina Algieri. (2020) Fast & furious: Do psychological and legal factors affect commodity price volatility?. The World Economy 44:4, pages 980-1017.
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Rhys ap Gwilym, M. Shahid Ebrahim, Abdelkader O. El Alaoui, Hamid Rahman & Abderrahim Taamouti. (2020) Financial frictions and the futures pricing puzzle. Economic Modelling 87, pages 358-371.
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Gaia Soana Maria, Verga Giovanni & Volpi Mattia. (2020) Did index trader and swap dealer activity produce a bubble in the agricultural commodity market?. African Journal of Business Management 14:1, pages 9-24.
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İsmail ATACAN & Erdinç ALTAY. (2019) Emtia Futures Piyasalarında Sürü Davranışının AnaliziAnalysis of Herd Behavior In Commodity Futures Markets. Alphanumeric Journal 7:1, pages 37-54.
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Bernardina Algieri & Arturo Leccadito. (2019) Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. Journal of Commodity Markets 13, pages 40-54.
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Sophie van Huellen. (2018) How financial investment distorts food prices: evidence from U.S. grain markets. Agricultural Economics 49:2, pages 171-181.
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Thomas Wimmer, Jerome Geyer-Klingeberg, Marie Hütter, Florian Schmid & Andreas Rathgeber. (2019) The Impact of Speculation on Commodity Prices: A Meta-Granger Analysis. SSRN Electronic Journal.
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Bernardina Algieri. (2018) A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation. SSRN Electronic Journal.
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