Concepedia

Speculation Effects

Speculation Effects is a theoretical construct in agricultural commodity pricing that denotes the influence of market participants' forward-looking trading behaviors, based on anticipated price changes rather than immediate supply-demand fundamentals, on the volatility and price formation dynamics of agricultural commodities.

419

Publications

34.4K

Citations

699

Authors

399

Institutions

Publications per year

2017–2026

100

Parents

Publications

419

Rational Expectations and the Theory of Price Movements

John F. Muth · Econometrica · 1961 · 5.6K citations

, , +11

Index Investment and the Financialization of Commodities

Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations

, , +16

On the Possibility of Speculation under Rational Expectations

Jean Tirole · Econometrica · 1982 · 984 citations

, , +15

Speculation and Economic Stability

Nicholas Kaldor · The Review of Economic Studies · 1939 · 899 citations

, , +14

Ownership Structure, Speculation, and Shareholder Intervention

Charles M. Kahn, Andrew Winton · The Journal of Finance · 1998 · 689 citations · Full text

, , +14

1–5 of 419

Authors

699

  1. SH
    Scott H. Irwin

    University of Illinois Urbana-Champaign, United States

    9 publications · 724 citations

    9

    h-index

  2. WX
    Wei Xiong

    Princeton University, United States

    6 publications · 1.7K citations

    6

    h-index

  3. DR
    Dwight R. Sanders

    Southern Illinois University Carbondale, United States

    6 publications · 523 citations

    6

    h-index

  4. MM
    Matteo Manera

    Fondazione Eni Enrico Mattei, Italy

    5 publications · 127 citations

    5

    h-index

  5. AK
    Artur Klauser

    University of Colorado Boulder, United States

    5 publications · 498 citations

    5

    h-index

1–5 of 699

Institutions

399

  1. National Bureau of Economic Research

    Cambridge, United States

    17 h-index

    30 publications

    3.2K citations

  2. University of Illinois Urbana-Champaign

    Urbana, United States

    16 h-index

    49 publications

    3.4K citations

  3. University of Wisconsin–Madison

    Madison, United States

    10 h-index

    13 publications

    1.4K citations

  4. Princeton University

    Princeton, United States

    10 h-index

    14 publications

    1.5K citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    8 h-index

    10 publications

    659 citations

  6. University of Milano-Bicocca

    Milan, Italy

    8 h-index

    8 publications

    293 citations

  7. Fondazione Eni Enrico Mattei

    Milan, Italy

    7 h-index

    12 publications

    394 citations

  8. University of Toronto

    Toronto, Canada

    6 h-index

    6 publications

    317 citations

1–8 of 399

Venues

  1. SSRN Electronic Journal

    Repository · 41 publications · 1.4K citations

    18

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 11 publications · 794 citations

    10

    h-index

  3. American Journal of Agricultural Economics

    10 publications · 567 citations

    10

    h-index

  4. National Bureau of Economic Research

    Repository · 9 publications · 433 citations

    9

    h-index

  5. The Journal of Finance

    7 publications · 1K citations

    7

    h-index

1–5