Shock propagation across the futures term structure : evidence from crude oil prices
Delphine H. Lautier, Franck Raynaud, and Michel A. Robe
| Year of publication: |
2019
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|---|---|
| Authors: | Lautier, Delphine H. ; Raynaud, Franck ; Robe, Michel A. |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 40.2019, 3, p. 125-153
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| Subject: | Mutual information | Market integration | Information entropy | Shock propagation | Directed graphs | Term structure | Futures | Crude oil | WTI | Schock | Shock | Ölpreis | Oil price | Zinsstruktur | Yield curve | Marktintegration | Erdöl | Petroleum | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model | Theorie | Theory | Welt | World | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.40.3.dlau [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053253