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Price Discovery in China’s Crude Oil Derivatives Market

Yang, Zhini; Lepone, Andrew - 2023

This study is the first to examine China’s crude oil options market. Using high-frequency data and three different price discovery measures, we conduct a rigorous analysis and find that after its first 8 months of operation, China’s crude oil options market has already played an important...

Persistent link: https://www.econbiz.de/10014356174

Price Discovery in China's Crude Oil Derivatives Market

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Price discovery in China's Crude Oil derivatives market

Yang, Zhini; Lepone, Andrew - 2025

Persistent link: https://www.econbiz.de/10015376686