Bahattin Buyuksahin

CoMeX Consulting and Advising

Washington, DC

United States

  • CoMeX Consulting and Advising

SCHOLARLY PAPERS

23

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11,592

SSRN CITATIONS
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Top 8,611

in Total Papers Citations

31

CROSSREF CITATIONS

92

Scholarly Papers (23)

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1.

The Role of Speculators in the Crude Oil Futures Market

Number of pages: 40 Posted: 16 Jul 2009
Jeffrey H. Harris and Bahattin Buyuksahin
American University - Department of Finance and Real Estate and CoMeX Consulting and Advising
Downloads 1,838 (8,937)
Citation 4

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Crude Oil, Futures Markets, Speculators, Granger Causality, Hedge Funds, Commodity Index Traders

2.

Fundamentals, Trader Activity and Derivative Pricing

EFA 2009 Bergen Meetings Paper
Number of pages: 56 Posted: 02 Mar 2007 Last Revised: 13 Feb 2009
Bahattin Buyuksahin, Michael S. Haigh, Jeffrey H. Harris, James A. Overdahl and Michel A. Robe
CoMeX Consulting and Advising, Standard Chartered Bank, American University - Department of Finance and Real Estate, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads 1,718 (9,990)
Citation 35

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Crude Oil Futures, Maturity, Segmentation, Cointegration, Trading Activity, Fundamentals

3.

Commodities and Equities: 'A Market of One'?

Number of pages: 47 Posted: 11 Dec 2007 Last Revised: 12 Nov 2009
Bahattin Buyuksahin, Michael S. Haigh and Michel A. Robe
CoMeX Consulting and Advising, Standard Chartered Bank and University of Illinois at Urbana-Champaign
Downloads 1,422 (13,461)
Citation 11

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Commodities, Equities, Dynamic conditional correlations, DCC, Cointegration, Extreme-events correlations

4.

Speculators, Commodities and Cross-Market Linkages

Downloads 1,241 ( 16,603)
Citation 31

Speculators, Commodities and Cross-Market Linkages

Number of pages: 57 Posted: 13 Nov 2010 Last Revised: 14 Nov 2012
Bahattin Buyuksahin and Michel A. Robe
CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign
Downloads 1,241 (16,284)
Citation 31

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Financialization, Cross-Market Linkages, Commodities, Equities, Hedge funds, Index funds, Dynamic conditional correlations (DCC)

Speculators, Commodities and Cross-Market Linkages

Journal of International Money and Finance, Vol. 42, 2014
Posted: 09 Jun 2014
Bahattin Buyuksahin and Michel A. Robe
CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign

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5.

Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements

Number of pages: 53 Posted: 30 May 2011 Last Revised: 07 Nov 2014
Bahattin Buyuksahin and Michel A. Robe
CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign
Downloads 1,228 (16,866)
Citation 19

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6.

Is Speculation Destabilizing?

Number of pages: 37 Posted: 22 Apr 2009
Celso Brunetti and Bahattin Buyuksahin
Board of Governors of the Federal Reserve System and CoMeX Consulting and Advising
Downloads 901 (26,669)
Citation 34

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Speculation, hedge fund, swap dealer, realized volatility, price, Granger-causality

7.

Speculators, Prices and Market Volatility

Number of pages: 34 Posted: 10 Jan 2011
Celso Brunetti, Bahattin Buyuksahin and Jeffrey H. Harris
Board of Governors of the Federal Reserve System, CoMeX Consulting and Advising and American University - Department of Finance and Real Estate
Downloads 763 (33,597)
Citation 48

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Speculation, hedge funds, swap dealers, realized volatility, price

8.

The Prevalence, Sources, and Effects of Herding

Forthcoming, Journal of Futures Markets
Number of pages: 48 Posted: 15 Mar 2009 Last Revised: 28 Aug 2015
Naomi E. Boyd, Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris
West Virginia University, CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Downloads 656 (41,254)
Citation 4

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Herding, Hedge Funds, Futures Markets

9.

Do OPEC Members Know Something the Market Doesn’t? ‘Fair Price’ Pronouncements and the Market Price of Crude Oil

Number of pages: 35 Posted: 06 Aug 2010 Last Revised: 15 Mar 2015
Bahattin Buyuksahin, Celso Brunetti, Michel A. Robe and Kirsten R. Soneson
CoMeX Consulting and Advising, Board of Governors of the Federal Reserve System, University of Illinois at Urbana-Champaign and Commodity Futures Trading Commission (CFTC)
Downloads 396 (77,632)
Citation 5

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Crude oil, OPEC, Fair price, Announcement, Market price, Event study, Kalman filter, Autoregressive Distributed Lag (ADL)

10.

Do Price Limits Limit Price Discovery in the Presence of Options?

Number of pages: 39 Posted: 05 Sep 2006
David Reiffen, Bahattin Buyuksahin and Michael S. Haigh
U.S. Commodity Futures Trading Commission (CFTC), CoMeX Consulting and Advising and Standard Chartered Bank
Downloads 326 (96,970)
Citation 1

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price limits, price discovery, options, futures

11.

Does it Matter Who Trades Energy Derivatives?

Downloads 270 (118,780)
Citation 1

Does it Matter Who Trades Energy Derivatives?

FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), March 2012
Number of pages: 7 Posted: 28 Mar 2012
Bahattin Buyuksahin and Michel A. Robe
CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign
Downloads 165 (189,650)
Citation 1

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Financial Institutions, Energy Derivatives, Speculation, Financialization, Cross-Market Linkages

Does it Matter Who Trades Energy Derivatives?

Review of Environment, Energy and Economics, March 2012
Number of pages: 8 Posted: 28 Mar 2012 Last Revised: 01 May 2012
Bahattin Buyuksahin and Michel A. Robe
CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign
Downloads 105 (270,711)

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Financial Institutions, Energy Derivatives, Speculation, Financialization, Cross-Market Linkages

12.

The Financialization of Food?

Downloads 250 (128,793)
Citation 6

The Financialization of Food?

Number of pages: 50 Posted: 17 Mar 2015 Last Revised: 10 Feb 2016
Valentina Bruno, Bahattin Buyuksahin and Michel A. Robe
American University - Department of Finance and Real Estate, CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign
Downloads 250 (128,196)
Citation 6

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Financialization, Fundamentals, Grains, Livestock, Equities, Co-movements, ADCC, Structural VAR

The Financialization of Food?

American Journal of Agricultural Economics 99 (1): 243-264, January 2017
Posted: 22 Oct 2016 Last Revised: 20 Sep 2017
Valentina Bruno, Bahattin Buyuksahin and Michel A. Robe
American University - Department of Finance and Real Estate, CoMeX Consulting and Advising and University of Illinois at Urbana-Champaign

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Financialization, Fundamentals, Grains, Livestock, Equities

13.

Error Trades in Futures Markets

Number of pages: 45 Posted: 15 Feb 2009 Last Revised: 27 May 2009
Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris
CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Downloads 248 (129,845)
Citation 2

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Error Trades, Futures Markets, Market Microstructure

14.

Do Institutional Traders Predict Bull and Bear Markets?

Number of pages: 41 Posted: 19 Sep 2011
Bahattin Buyuksahin, Celso Brunetti and Jeffrey H. Harris
CoMeX Consulting and Advising, Board of Governors of the Federal Reserve System and American University - Department of Finance and Real Estate
Downloads 221 (145,362)
Citation 1

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Markov regime-switching, hedge fund, swap dealer, institutional positions

15.

Speculation Demystified: Virtuous Volatility

IEA Energy: The Journal of the International Energy Agency, Issue 3 (Autumn 2012), pp. 33-34
Number of pages: 2 Posted: 07 Oct 2012
Bahattin Buyuksahin
CoMeX Consulting and Advising
Downloads 100 (278,343)

Abstract:

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Oil Prices, Speculation, Volatility, Dodd-Frank Act, Position Limit

16.

Commodity Price Supercycles: What Are They and What Lies Ahead?

Bank of Canada Review - Autumn 2016
Number of pages: 12 Posted: 18 Nov 2019
Bahattin Buyuksahin, Kun Mo and Konrad Zmitrowicz
CoMeX Consulting and Advising, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 14 (584,648)

Abstract:

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commodity price supercycles

17.

Physical Markets, Paper Markets and the WTI-Brent Spread

Energy Journal, Vol. 34, No. 3, 2013
Posted: 07 Oct 2013
Bahattin Buyuksahin, Thomas K Lee, James T. Moser and Michel A. Robe
CoMeX Consulting and Advising, Energy Information Administration - US DOE, American University - Kogod School of Business and University of Illinois at Urbana-Champaign

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Crude Oil, Brent, WTI, LLS, Spread, Fundamentals, Inventories, Cushing, Paper Markets, Commodity Index Trading (CIT)

18.

OPEC 'Fair Price' Pronouncements and the Market Price of Crude Oil

Energy Journal, Vol. 34, No. 4, 2013
Posted: 17 Nov 2012 Last Revised: 06 Oct 2013
Celso Brunetti, Bahattin Buyuksahin, Michel A. Robe and Kirsten R. Soneson
Board of Governors of the Federal Reserve System, CoMeX Consulting and Advising, University of Illinois at Urbana-Champaign and Commodity Futures Trading Commission (CFTC)

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Crude oil, OPEC, Fair price, Market price, Event study, Autoregressive Distributed Lag (ADL)

19.

The Puzzle of Privately-Imposed Price Limits: Are the Limits Imposed by Financial Exchanges Effective

IEB International Journal of Business, January 2011
Posted: 07 Jan 2011
Bahattin Buyuksahin and David Reiffen
CoMeX Consulting and Advising and U.S. Commodity Futures Trading Commission (CFTC)

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price limits, regulatory evasion, put-call parity, satellite market, price discovery

20.

Do Speculators Drive Crude Oil Futures Prices?

The Energy Journal, Vol. 32, No. 2, pp. 167-202, 2011
Posted: 20 Dec 2010
Bahattin Buyuksahin and Jeffrey H. Harris
CoMeX Consulting and Advising and American University - Department of Finance and Real Estate

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21.

Currency Substitution: Evidence from Turkey

Posted: 15 Feb 2010
Bahattin Buyuksahin
CoMeX Consulting and Advising

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Currency Substitution, Dollarization

22.

An Information-Theoretic Approach for Image Reconstruction: The Black and White Case

BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: 25TH INTERNATIONAL WORKSHOP, pp. 223-230, K. Knuth, ed., Maxent, 2005
Posted: 14 Feb 2010
Amos Golan, Avinash S Bhati and Bahattin Buyuksahin
American University - Department of Economics, The Urban Institute and CoMeX Consulting and Advising

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Entropy, Estimation, Image Reconstruction, Information

23.

Commodities and Equities: Ever a 'Market of One'?

Journal of Alternative Investments, Vol. 12, No. 3, Winter 2010
Posted: 14 Nov 2009
Bahattin Buyuksahin, Michael S. Haigh and Michel A. Robe
CoMeX Consulting and Advising, Standard Chartered Bank and University of Illinois at Urbana-Champaign

Abstract:

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Commodity, Equity, DCC, Cointegration, Extreme events