Price relationships in crude oil futures: new evidence from CFTC disaggregated data
Year of publication: |
2013-04
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Authors: | Chevallier, Julien |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Crude oil futures | speculation | CFTC disaggregated data | Markov-switching model |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Environmental Economics and Policy Studies, 2013, Vol. 15, no. 2. pp. 133-170.Length: 37 pages |
Classification: | Q43 - Energy and the Macroeconomy ; G15 - International Financial Markets ; G12 - Asset Pricing ; C32 - Time-Series Models |
Source: |
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