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