Price discovery and risk transfer in the crude oil futures market : some structural time series evidence
Year of publication: |
2002
|
---|---|
Authors: | Moosa, Imad A. |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 31.2002, 1, p. 155-165
|
Subject: | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Warenbörse | Commodity exchange |
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