A novel market efficiency index for energy futures and their term structure risk premiums
Duminda Kuruppuarachchi, I. M. Premachandra, Helen Roberts
| Year of publication: |
2019
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|---|---|
| Authors: | Kuruppuarachchi, Duminda ; Premachandra, I. M. ; Roberts, Helen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 77.2019, p. 23-33
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| Subject: | Efficiency index | Energy futures | Futures efficiency | Term premium | Time-varying risk premium | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Index | Index number | Index-Futures | Index futures | Effizienz | Efficiency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012306336