The project will consider the impact of speculative trading on oil futures prices. Though many studies have considered its impact on the spot market, there is no research on the effect of speculation on the term structure of crude oil futures. Analyzing this aspect is of particular relevance since speculative trading almost exclusively focuses on futures markets.
Client
BP
, London
, UK
Project duration
01.01.2013 - 31.07.2013
Contact
Project members
Dr. Frieder Mokinski
(Coordinator)
Professor Thomas Heidorn
Prof. Dr. Christian Schmalz
Dr. Michael Schröder