Do net positions in the futures market cause spot prices of crude oil?
Year of publication: |
2014
|
---|---|
Authors: | Ding, Haoyuan ; Kim, Hyung-gun ; Park, Sung Y. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 174-190
|
Subject: | Crude oil price | Futures position | Causality | Quantile regression | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Kausalanalyse | Causality analysis | Welt | World | Regressionsanalyse | Regression analysis | Derivat | Derivative | Erdöl | Petroleum |
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