Washington, DC
United States
CoMeX Consulting and Advising
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Crude Oil, Futures Markets, Speculators, Granger Causality, Hedge Funds, Commodity Index Traders
Crude Oil Futures, Maturity, Segmentation, Cointegration, Trading Activity, Fundamentals
Commodities, Equities, Dynamic conditional correlations, DCC, Cointegration, Extreme-events correlations
Financialization, Energy-equity return correlations, Market co-movements, DCC
Financialization, Cross-Market Linkages, Commodities, Equities, Hedge funds, Index funds, Dynamic conditional correlations (DCC)
Speculation, hedge fund, swap dealer, realized volatility, price, Granger-causality
Speculation, hedge funds, swap dealers, realized volatility, price
Herding, Hedge Funds, Futures Markets
Crude oil, OPEC, Fair price, Announcement, Market price, Event study, Kalman filter, Autoregressive Distributed Lag (ADL)
price limits, price discovery, options, futures
Financial Institutions, Energy Derivatives, Speculation, Financialization, Cross-Market Linkages
Financialization, Fundamentals, Grains, Livestock, Equities, Co-movements, ADCC, Structural VAR
Financialization, Fundamentals, Grains, Livestock, Equities
Error Trades, Futures Markets, Market Microstructure
Markov regime-switching, hedge fund, swap dealer, institutional positions
commodity price supercycles
Oil Prices, Speculation, Volatility, Dodd-Frank Act, Position Limit
Crude Oil, Brent, WTI, LLS, Spread, Fundamentals, Inventories, Cushing, Paper Markets, Commodity Index Trading (CIT)
Crude oil, OPEC, Fair price, Market price, Event study, Autoregressive Distributed Lag (ADL)
price limits, regulatory evasion, put-call parity, satellite market, price discovery
Currency Substitution, Dollarization
Entropy, Estimation, Image Reconstruction, Information
Commodity, Equity, DCC, Cointegration, Extreme events