Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean; Michael McAleer; Wing-Keung Wong
| Year of publication: |
2010
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|---|---|
| Authors: | Hooi Hooi Lean ; McAleer, Michael ; Wong, Wing Keung |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 979-986
|
| Subject: | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Spotmarkt | Spot market | USA | United States |
| 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/10008934355