The arbitrage strategy in the crude oil futures market of shanghai international energy exchange
Jing Niu, Chao Ma, Chun-Ping Chang
| Year of publication: |
2023
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|---|---|
| Authors: | Niu, Jing ; Ma, Chao ; Chang, Chun Ping |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 56.2023, 2, p. 1201-1223
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| Subject: | Cointegration relationship | Crude oil futures | Pair trade arbitrage | Arbitrage | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Hedging | Kointegration | Cointegration | Shanghai |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-022-09468-3 [DOI] |
| Classification: | C4 - Econometric and Statistical Methods: Special Topics ; G1 - General Financial Markets ; G2 - Financial Institutions and Services |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252477