The lead lag relationship between spot and futures markets in the energy sector
Jengchung Victor Chen, Yolanda Gabriela Prince, Quang-An Ha
| Year of publication: |
2017
|
|---|---|
| Authors: | Chen, Jengchung Victor ; Prince, Yolanda Gabriela ; Ha, Quang-An |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 7.2017, 4, p. 23-30
|
| Subject: | Future Price | Spot Price | Price Discovery | Lead Lag Relationship | Energy | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Derivat | Derivative | Energiemarkt | Energy market | Energiewirtschaft | Energy sector | Lag-Modell | Lag model | Kointegration | Cointegration |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1256 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011749853