Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour

Awan, Obaid Anwar

doi:10.1016/j.jcomm.2019.02.001

Cited by 1 publication

(1 citation statement)

References 44 publications

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“…Academic circles have continuously analyzed the factors affecting commodity price fluctuations. Ranging from the basics of supply and demand to the impact of financial speculation and analysis of interruptive events, and from linear to nonlinear, the research in these directions continues to deepen comprehensively [22][23][24][25][26][27][28][29].…”

Section: Cluster Analysis Of Co-cited Articlesmentioning

confidence: 99%

Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis

Zhang

Jiao

et al. 2022

Sustainability

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As the supply of commodities forms essential lifelines for modern society, commodity price fluctuations can significantly impact the operation and sustainable development of macroeconomics, production activities, and people’s security and well-being. The commodity trading market also plays a pivotal role in the competition of the international industrial chain and the sustainable development of the industry. The method of bibliometrics was used in this study to trace the development of research on commodity prices, and statistical and co-citation analyses were conducted on selected literature samples. It was found that the research hotspots in this field are concentrated on four aspects: factors influencing commodity prices, the impact of price fluctuations on the macroeconomy, forecasts of commodity prices, and the financialization of commodities. A current commodity price research network centered on oil prices has formed. Future directions in this field, which developed out of oil shock research 40 years ago, can further investigate the impact of factors and the responses that can be made to emergencies on commodity prices, as well as continuing to develop better methods of commodity price forecasting.

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