A pair-wise analysis of the law of one price: Evidence from the crude oil market

This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC.

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Year of publication:	2015
Authors:	Giulietti, Monica ; Iregui, Ana María ; Otero, Jesús
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 129.2015, C, p. 39-41
Publisher:	Elsevier
Subject:	Law of one price \| Crude oil prices \| Product heterogeneity \| Cross-section analysis

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Type of publication:	Article
Classification:	C33 - Models with Panel Data ; Q4 - Energy ; L7 - Industry Studies: Primary Products and Construction
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263402