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Recent econometric studies based on CFTC data

Preprint

<10670/1.58s85z>
KeywordsTriple Keywords
Person (Philosophy)
Agents
Agent (Philosophy)
Agency (Philosophy)

Abstract

This article proposes a review of recent econometric studies which have made use of the disaggregated statistics of the Commodity Futures Trading Commission (CFTC) in the United States concerning open positions on oil derivatives markets by type of player. The more detailed distinction between “commercial” and “non-commercial” agents is discussed in order to assess the quality of the data published by the CFTC on a weekly basis. This article also contributes to the reflection on the notion of “speculation” in oil derivatives markets, where certain players by their size or the volume of their market interventions are capable of influencing the prices of oil derivatives.

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