Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Year of publication: |
2007
|
---|---|
Authors: | Switzer, Lorne N. ; El-Khoury, Mario |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 1, p. 61-84
|
Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Spekulation | Speculation | Hedging | USA | United States | 1986-2005 |
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