Time-varying spot and futures oil price dynamics
Year of publication: |
2010-07-01
|
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Authors: | Caporale, Guglielmo ; Ciferri, Davide ; Girardi, Alessandro |
Institutions: | Dipartimento di Economia, Università degli Studi di Perugia |
Subject: | Cointegration | Oil market | Futures prices | Price Discovery |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 75/2010 36 pages |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria, (2010)
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Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria, (2010)
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Time-Varying Spot and Futures Oil Price Dynamics
Caporale, Guglielmo Maria, (2010)
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Time-Varying spot and futures oil prices dynamics
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