The information content of Shanghai crude oil futures vs WTI benchmark : evidence from temporal and spatial dimensions
Libo Yin, Hong Cao, Yumei Guo
| Year of publication: |
2024
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|---|---|
| Authors: | Yin, Libo ; Cao, Hong ; Guo, Yumei |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 132.2024, Art.-No. 107492, p. 1-17
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| Subject: | Informational role | Ripple-spreading network model | Shanghai crude oil futures | West Texas intermediate benchmark | Shanghai | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Benchmarking | Ölmarkt | Oil market | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107492 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047712