A novel market efficiency index for energy futures and their term structure risk premiums
Year of publication: |
2019
|
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Authors: | Kuruppuarachchi, Duminda ; Premachandra, I. M. ; Roberts, Helen |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 77.2019, p. 23-33
|
Subject: | Efficiency index | Energy futures | Futures efficiency | Term premium | Time-varying risk premium | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Zinsstruktur | Yield curve | Index-Futures | Index futures |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1016/j.eneco.2018.09.010 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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