Search Results - subject:"CFTC disaggregated data"

Price relationships in crude oil futures: new evidence from CFTC disaggregated data

Chevallier, Julien - In: Environmental Economics and Policy Studies 15 (2013) 2, pp. 133-170

switching analysis based on the WTI crude oil futures price, CFTC disaggregated data, and fundamentals of the oil price. The …

Persistent link: https://www.econbiz.de/10010845965

Price relationships in crude oil futures: new evidence from CFTC disaggregated data

Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2013

switching analysis based on the WTI crude oil futures price, CFTC disaggregated data, and fundamentals of the oil price. The … futures price, CFTC disaggregated data, and fundamentals of the oil price. The benefits of this approach are twofold: (1) the …

Persistent link: https://www.econbiz.de/10010707481