Do transaction costs prevent arbitrage in the market for crude oil? : evidence from a threshold autoregression
J. Stevens
| Year of publication: |
2015
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|---|---|
| Authors: | Stevens, Jason |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 1/3, p. 169-172
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| Subject: | crude oil | basis | threshold | transaction cost | Transaktionskosten | Transaction costs | Ölmarkt | Oil market | Ölpreis | Oil price | Erdöl | Petroleum | Arbitrage | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010482015