Trading on mean-reversion in energy futures markets
Thorben Lubnau, Neda Todorova
| Year of publication: |
September 2015
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|---|---|
| Authors: | Lubnau, Thorben ; Todorova, Neda |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 312-319
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| Subject: | Technical trading | Bollinger Bands | Energy futures | Market efficiency | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Warenbörse | Commodity exchange | Energiemarkt | Energy market | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.06.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564855