#2967. The impact of speculation on commodity prices: A Meta-Granger analysis

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

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Journal’s subject area:
Finance;
Economics and Econometrics;
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Abstract:
The article uses Meta-Granger analysis to explain and summarize the mixed results in the literature on the impact of financial speculation on commodity prices. The results show that the heterogeneity of previous results can be largely explained by the type of product studied, the period of data sampling, the measurement of the main variables (yield, volatility or spread), and the inclusion of control variables in the analysis. GC model.
Keywords:
Commodity prices; Granger causality; Meta-analysis; Non-commercial trader; Speculation

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