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Speculation on commodity futures markets: Conintegration based tests
Project funded by own resources |
Project title |
Speculation on commodity futures markets: Conintegration based tests |
Principal Investigator(s) |
Zimmermann, Heinz
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Co-Investigator(s) |
Seiler Zimmermann, Yvonne Haase, Marco
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Organisation / Research unit |
Departement Wirtschaftswissenschaften / Finanzmarkttheorie (Zimmermann) |
Project start |
01.08.2011 |
Probable end |
31.12.2012 |
Status |
Completed |
Abstract |
We investigate permanent and transitory shocks in commodity futures prices and relate it to activities of futures markets participants such as speculators. It provides evidence whether speculation is destabilizing in commodities markets as often claimed. |
Financed by |
University funds
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Documents () |
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28/04/2024
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