Oil price dynamics and speculation

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The Essential Role of Pandemics: A Fresh Insight Into the Oil Market (2020, methodology): “We employ the intertemporal capital asset pricing model (ICAPM), developed by Cifarelli and Paladino (2010) to analyze the transmission mechanism between pandemics and OP.”
Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018, methodology): “Cifarelli and Paladino (2010) documented a negative correlation between the volatility of real oil prices and the real USD exchange rate using a multivariate GARCH-inmean (GARCH-M) model.”
The role of market fundamentals and speculation in recent price changes for crude oil (2011, methodology): “The role of noise traders in oil markets is confirmed empirically using a capital asset pricing model (Cifarelli and Paladino, 2010).”
The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011, methodology): “9 Following Cifarelli and Paladino (2010), this study uses the Tuesday prices of the WTI crude oil and USDX futures; when a holiday occurs on Tuesday, Monday's observation is used in its place. this effect, we employ the GJR-GARCH model, proposed by Glosten et al. (1993), to take into account the as”