Crude Oil Price Movements and Institutional Traders

We analyze the role of hedge fund, swap dealer, and arbitrageur activity in the crude oil market. The contribution of our work is to examine the role of institutional traders in switching between high-volatility and low-volatility regimes. Using confidential position data on institutional investors,...

Full description

Bibliographic Details
Main Authors: Celso Brunetti, Jeffrey H. Harris, Bahattin Büyükşahin
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Commodities
Subjects:
Online Access:https://www.mdpi.com/2813-2432/3/1/6