Reference health

Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics

https://doi.org/10.2139/ssrn.2253203
CiteStamped reference-health badge
3 of 66 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/1392185
does not resolve to a known work10.1037//0033-2909.117.1.39
does not resolve to a known work10.1037//0033-2909.127.2.267
The 63 checked references that resolve
resolves10.1080/07350015.2011.648859
Real-Time Forecasts of the Real Price of Oil
resolves10.2307/2171879
A Rational Route to Randomness
resolves10.1016/s0165-1889(98)00011-6
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
resolves10.1016/j.jedc.2007.01.001
Behavioral heterogeneity in stock prices
resolves10.2139/ssrn.1736737
Speculators, Prices and Market Volatility
resolves10.2139/ssrn.966692
Fundamentals, Trader Activity and Derivative Pricing
resolves10.3905/jai.2010.12.3.076
Commodities and Equities: <i>Ever a “Market of One”?</i>
resolves10.2139/ssrn.1707103
Speculators, Commodities and Cross-Market Linkages
resolves10.5547/issn0195-6574-ej-vol32-no2-7
Do Speculators Drive Crude Oil Futures Prices?
resolves10.2139/ssrn.1855264
Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements
resolves10.1016/j.jbankfin.2004.06.028
Stock market returns: A note on temperature anomaly
resolves10.1017/S1365100501023070
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY
resolves10.1002/ijfe.252
How do UK‐based foreign exchange dealers think their market operates?
resolves10.1016/j.energy.2009.02.011
Jump dynamics and volatility: Oil and the stock markets
resolves10.1016/j.enpol.2010.03.067
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
resolves10.1016/s0304-4076(01)00086-0
Predictive ability with cointegrated variables
resolves10.1016/j.eneco.2013.01.005
On the links between stock and commodity markets' volatility
resolves10.2307/j.ctv346pzr
The Exchange Rate in a Behavioral Finance Framework
resolves10.1016/j.jedc.2009.06.002
Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis
resolves10.1016/j.mulfin.2007.06.002
Robust global mood influences in equity pricing
resolves10.2202/1935-1690.1607
The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks
resolves10.1016/j.eneco.2010.03.003
Oil price dynamics: A behavioral finance approach with heterogeneous agents
resolves10.5547/01956574.34.3.2
The Role of Speculation in Oil Markets: What Have We Learned So Far?
resolves10.1016/j.irfa.2011.02.014
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
resolves10.1093/rfs/hhl003
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
resolves10.1111/j.1468-0262.2006.00718.x
Tests of Conditional Predictive Ability
resolves10.1016/0304-4068(89)90018-9
Maxmin expected utility with non-unique prior
resolves10.1016/0140-9883(85)90044-1
Is the spot market for oil products efficient?
resolves10.1016/s0304-4076(02)00207-5
What is an oil shock?
resolves10.3386/w19892
Effects of Index-Fund Investing on Commodity Futures Prices
resolves10.1016/s1059-0560(03)00011-x
Relationships among U.S. oil prices and oil industry equity indices
resolves10.1016/j.jedc.2004.09.003
Commodity markets, price limiters and speculative price dynamics
resolves10.1111/1540-6261.00556
Good Day Sunshine: Stock Returns and the Weather
resolves10.1016/s0304-3932(96)01281-0
What happened to the oil price-macroeconomy relationship?
resolves10.20955/wp.2011.027
Speculation in the Oil Market
resolves10.1257/aer.90.4.1005
Losing Sleep at the Market: The Daylight Saving Anomaly
resolves10.1257/000282803321455322
Winter Blues: A SAD Stock Market Cycle
resolves10.1162/rest.90.2.216
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
resolves10.1257/aer.99.3.1053
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.1111/j.1542-4774.2012.01080.x
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS
resolves10.1002/jae.2322
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
resolves10.1257/jep.6.2.117
Whom or What Does the Representative Individual Represent?
resolves10.2307/2118498
Ants, Rationality, and Recruitment
resolves10.1017/S1365100507060257
BUBBLES IN FOREIGN EXCHANGE MARKETS
resolves10.1056/nejm192101131840207
Book Review Plymouth and the Pilgrims . By Arthur Lord. Boston: Houghton Mifflin Company. 1920.
resolves10.1016/j.jedc.2008.11.008
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
resolves10.2139/ssrn.2281796
Do Financial Investors Destabilize the Oil Price?
resolves10.2307/2232669
Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty
resolves10.1016/s0304-4076(00)00022-1
Robust out-of-sample inference
resolves10.1016/0140-9883(94)90003-5
Unbiasedness and time varying risk premia in the crude oil futures market
resolves10.1007/s00181-006-0100-7
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
resolves10.1111/j.1468-0475.2008.00456.x
Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?
resolves10.2307/2078071
Imperfect Competition and the Effects of Energy Price Increases on Economic Activity
resolves10.1016/s0140-9883(99)00020-1
Oil price shocks and stock market activity
resolves10.1016/j.intfin.2012.11.007
Financialization, crisis and commodity correlation dynamics
resolves10.1017/cbo9780511759628.013
Asset prices in a time-series model with disparately informed, competitive traders
resolves10.2139/ssrn.1793449
Investor Flows and the 2008 Boom/Bust in Oil Prices
resolves10.3386/w16385
Index Investment and Financialization of Commodities
resolves10.1016/0261-5606(92)90048-3
The use of technical analysis in the foreign exchange market
resolves10.1086/261166
Forecasting the Forecasts of Others
resolves10.2307/2171956
Asymptotic Inference about Predictive Ability
resolves10.1016/j.physa.2004.11.015
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
resolves10.1037/0003-066x.35.2.151
Feeling and thinking: Preferences need no inferences.
The 15 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedref20
no DOI — not checkedThe role of feelings in investor decisionmaking
no DOI — not checkedref35
no DOI — not checkedPositive a�ect and decision making
no DOI — not checkedref43
no DOI — not checkedref47
no DOI — not checkedComment on 'Causes and Consequences of the oil shock of
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedStock prices and Wall Street weather
no DOI — not checkedref70
no DOI — not checkedFeelings as information: Informational and motivational functions of a�ective states
no DOI — not checkedA behavioral model of rational choice
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2253203"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2253203/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2253203/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2253203)