Reference health
Fundamentals Versus Speculation: What Really Drives Spillovers and Informed Trading in Futures and Spot Markets of Refined Petroleum Products?
1 of 50 checkable references need attention · checked 2026-08-27
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.
10 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 work10.2307/1392506
The 49 checked references that resolve
resolves10.1111/j.1468-5957.1992.tb00639.x
THE EFFECT OF FUTURES TRADING ON SPOT PRICE VOLATILITY: EVIDENCE FOR BRENT CRUDE OIL USING GARCH
resolves10.1016/j.eneco.2011.08.009
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
resolves10.1016/j.eneco.2008.03.006
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
resolves10.2139/ssrn.1979602
Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
resolves10.1016/j.eneco.2010.12.015
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
resolves10.1016/j.iref.2012.06.008
Volatility transmission between gold and oil futures under structural breaks
resolves10.1016/0304-4076(69)41685-7
Residual-based tests for cointegration in models with regime shifts
resolves10.1111/j.1468-0084.1996.mp58003008.x
PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
resolves10.1007/s10690-012-9158-8
Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data
resolves10.1002/(sici)1096-9934(199910)19:7<759::aid-fut2>3.0.co;2-f
Managed futures, positive feedback trading, and futures price volatility
resolves10.1016/j.apenergy.2011.07.038
How does oil price volatility affect non-energy commodity markets?
resolves10.1017/s0266466606060129
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
resolves10.1111/1468-036x.00046
Pricing of Futures Contracts on Coupon Bonds: Empirical Evidence from Finland
resolves10.1016/j.eneco.2009.01.013
Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices
resolves10.1080/096031097333907
Does futures speculation stabilize spot prices? Evidence from metals markets
resolves10.1002/(sici)1096-9934(199602)16:1<55::aid-fut3>3.0.co;2-g
Temporal relationships and dynamic interactions between spot and futures stock markets
resolves10.1016/j.frl.2006.01.005
Modeling dynamic conditional correlations in WTI oil forward and futures returns
resolves10.1016/j.iref.2005.05.005
Shock and volatility transmission in the oil, US and Gulf equity markets
resolves10.1016/j.eneco.2006.04.003
Weather, storage, and natural gas price dynamics: Fundamentals and volatility
resolves10.1007/bf02920609
Index futures trading and stock price volatility: Evidence from Denmark and France
resolves10.1111/j.1540-6261.1989.tb02401.x
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.1016/j.eneco.2004.04.010
Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports
resolves10.5296/ajfa.v4i2.1990
Futures Trading and Spot Market Volatility: Evidence from Indian Commodity Markets
resolves10.1016/0167-2231(87)90020-0
Speculation and the volatility of foreign currency exchange rates
resolves10.1016/j.gfj.2005.04.001
Market quality and price discovery: Introduction of the E-mini energy futures
resolves10.1080/0960310042000176416
The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange
resolves10.1002/1096-9934(200103)21:3<279::aid-fut5>3.0.co;2-l
Asset storability and price discovery in commodity futures markets: A new look
resolves10.1016/j.jbankfin.2004.05.001
Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
The 10 references without a DOI — listed, not checked
no DOI — not checkedIs the Volatility Information Transmission Process between the Crude Palm Oil Futures Market and Its Underlying Instrument Asymmetric?
no DOI — not checkedEstimation and inference in non-linear structural model
no DOI — not checkedref9
no DOI — not checkedref13
no DOI — not checkedref17
no DOI — not checkedref23
no DOI — not checkedOn the Impossibility of Informationally Efficient Markets
no DOI — not checkedref53
no DOI — not checkedThe theory of the price of storage
no DOI — not checkedref59
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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