Investigating the role of speculation in commodity futures markets: a multi-method approach

With finance entering the real economy, new kinds of markets have emerged, such as futures markets, in which special contracts – called futures – are exchanged. From the early 2000s, futures on commodities have become popular among financial instruments, and we talk about "financialization of commodity markets". The uniqueness of commodity...

Gambling on Hunger

Rising food commodity prices pose a severe threat to vulnerable populations globally. While market fundamentals contribute to this increase, excessive speculation by financial investors is believed to play a significant role. This study aims to examine the relationship between financial speculation and agricultural commodity prices between 2000...

Exploring the Use of Granger Causality for the Identification of Chemical Exposure Based on Physiological Data

Wearable sensors offer new opportunities for the early detection and identification of toxic chemicals in situations where medical evaluation is not immediately possible. We previously found that continuously recorded physiology in guinea pigs can be used for early detection of exposure to an opioid (fentanyl) or a nerve agent (VX), as well as...

Betting on Black Gold: Oil Speculation and U.S. Inflation (2020–2022)

Sharp increases in systemically important crude oil prices have been a major cause of the recent surge in the inflation rate in the U.S. This paper investigates the extent to which the increase in oil prices can be attributed to excessive speculation in the oil futures market. Our analysis suggests that excessive speculation in the crude oil...

Quantifying directed nonlinear coupling between brain and muscle activity: a NARX model-based approach

Relevance: To enhance our understanding of motor impairments (e.g. post-stroke or due to Parkinson's Disease), objective measures for communication in the nervous system are required. By applying system identification techniques to oscillations in brain and muscle activity, we can objectively quantify the coupling between these areas.<br/><br/...

House Price Risk and Sub-District House Price Dynamics: The Case of Amsterdam

The recent Global Financial Crisis has lent even greater urgency to the need for households to understand the risks and dynamics of the residential property market better. This paper uses a rich dataset on individual residential property transactions between 1995 and 2014 in Amsterdam to study the risks and the inter-dependency of house prices...