Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market

PurposeThe purpose of this stud is to analyze the financialization effect on oil prices.Design/methodology/approachThis study applied the technique of multibreak point analysis with Bai and Perron test plus VAR methodology.FindingsFindings revealed that there was no effect on oil prices.Originality/...

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Veröffentlicht in:	China finance review international 2023-04, Vol.13 (2), p.157-182
1. Verfasser:	Focacci, Antonio
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodities Crude oil prices Debates Futures market Hedge funds Hypotheses Institutional investments Interest rates Inventory Securities markets Speculation Spillover effect
Online-Zugang:	Volltext
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