دورية أكاديمية
Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market
| العنوان: | Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market |
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| المؤلفون: | Focacci A. |
| المساهمون: | Focacci A. |
| سنة النشر: | 2023 |
| المجموعة: | IRIS Università degli Studi di Bologna (CRIS - Current Research Information System) |
| مصطلحات موضوعية: | Financialization, Oil price, Multibreakpoint analysi, VAR model, Linear cointegration, Threshold cointegration, C01 (Econometrics), C32 (time series models), D84 (Expectation, Speculations), G12 (Asset Pricing) G15 (International financial markets) |
| الوصف: | 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/valueTo the best of the author's knowledge, this is the first paper combining the multibreakpoint analysis with VAR for the period analyzed in the present work. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | STAMPA |
| اللغة: | English |
| العلاقة: | info:eu-repo/semantics/altIdentifier/wos/WOS:000909940100001; volume:13; issue:2; firstpage:157; lastpage:182; numberofpages:26; journal:CHINA FINANCE REVIEW INTERNATIONAL; https://hdl.handle.net/11585/922141Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85145901952 |
| DOI: | 10.1108/CFRI-07-2022-0110 |
| DOI: | 10.1108/CFRI-07-2022-0110/full/html |
| الإتاحة: | https://doi.org/10.1108/CFRI-07-2022-0110Test https://hdl.handle.net/11585/922141Test |
| حقوق: | info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.5868F92A |
| قاعدة البيانات: | BASE |
| DOI: | 10.1108/CFRI-07-2022-0110 |
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