Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities : risk diversification and policy implications
Year of publication: |
2024
|
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Authors: | Panagiotou, Dimitrios ; Naka, Filio |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 1, p. 192-220
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Subject: | Commodities | Energy | Futures | Sign | Symmetry | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Energiemarkt | Energy market | Spotmarkt | Spot market | Ölpreis | Oil price |
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