The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Year of publication: |
October 2018
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Authors: | Frino, Alex ; Ibikunle, Gbenga ; Mollica, Vito ; Steffen, Tom |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 95.2018, p. 27-43
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Subject: | Dated Brent | Physical crude oil | Benchmark assessment | Brent futures | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Benchmarking | Erdöl | Petroleum | Welt | World | Warenbörse | Commodity exchange | Ölmarkt | Oil market |
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