Crude oil pricing : the role of speculation in the futures market

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Title: Crude oil pricing : the role of speculation in the futures market
Author: Yan, Michael Hall
Abstract: This paper is intended to better understand the effects of speculation on crude oil prices . While speculation has many benefits such as increasing market liquidity and bearing market risks that other wish to offset , speculation can also create unwanted market volatility and economic bubbles . During the past decade , crude oil prices have been extremely volatile causing increased controversy between investors and regulators regarding the role that oil speculation has played in the price of crude oil . This report examines the relationship between crude oil spot and futures prices to determine the role arbitragers , speculators , and hedgers have had in crude oil pricing .
URI: http : / /hdl .handle .net /2152 /ETD -UT -2012 -05 -5584
Date: 2012-08-21

Citation

Crude oil pricing : the role of speculation in the futures market. Master's thesis, University of Texas at Austin. Available electronically from http : / /hdl .handle .net /2152 /ETD -UT -2012 -05 -5584 .

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