Trading Time Seasonality in Commodity Futures : An Opportunity for Arbitrage in the Natural Gas and Crude Oil Markets?
Year of publication: |
[2021]
|
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Authors: | Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Størdal, Ståle ; Wu, Yuexiang |
Publisher: |
[S.l.] : SSRN |
Subject: | Rohstoffderivat | Commodity derivative | Arbitrage | Welt | World | Ölmarkt | Oil market | Erdgas | Natural gas | Ölpreis | Oil price | Erdöl | Petroleum | Volatilität | Volatility |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3792028 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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