Investor Flows and the 2008 Boom/Bust in Oil Prices
By Kenneth J. Singleton. Management Sciences, 2014
587 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f2371e08c4f7dde9a999819c1374d50dc650086a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Neil D. Pearson
- Li Wang
- Jozef Barunk
- Evzen Kocendah
- Lukas Vachaa
- Brian J. Henderson
- Thorsten Glück
- Zeno Adams
In Finance
- Neil D. Pearson
- Li Wang
- Jozef Barunk
- Evzen Kocendah
- Lukas Vachaa
- Brian J. Henderson
- Thorsten Glück
- Zeno Adams
Citations in the corpus
- The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013, unknown): “On the basis of such predictive correlations, Singleton (2012), for example, concluded that financial flows affect the return on crude oil.”
- Effects of Index-Fund Investing on Commodity Futures Prices (2014, unknown): “(18) Figure 1 plots the number of contracts associated with this value for X̃[Masters]crude oil,t against the price of crude oil based on the near contract, updating similar figures in Masters (2008) and Singleton (2014).”
- New Evidence on the Financialization of Commodity Markets (2015, methodology): “For example, Singleton (2013) uses these data on CIT flows and finds a positive relation”