Price relationships in crude oil futures: new evidence from CFTC disaggregated data
Year of publication: |
2013
|
---|---|
Authors: | Chevallier, Julien |
Published in: |
Environmental Economics and Policy Studies. - Society for Environmental Economics and Policy Studies - SEEPS. - Vol. 15.2013, 2, p. 133-170
|
Publisher: |
Society for Environmental Economics and Policy Studies - SEEPS |
Subject: | Crude oil futures | Speculation | CFTC disaggregated data | Markov-switching model |
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