Trading time seasonality in commodity futures : an opportunity for arbitrage in the natural gas and crude oil markets?
Christian-Oliver Ewald, Erik Haugom, Gudbrand Lien, Ståle Størdal, Yuexiang Wu
| Year of publication: |
2022
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|---|---|
| Authors: | Ewald, Christian ; Haugom, Erik ; Lien, Gudbrand ; Størdal, Ståle ; Wu, Yuexiang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 115.2022, p. 1-17
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| Subject: | Crude oil | Natural gas | Seasonality | Arbitrage | Futures | Rohstoffderivat | Commodity derivative | Saisonale Schwankungen | Seasonal variations | Erdöl | Petroleum | Welt | World | Ölmarkt | Oil market | Erdgas | Ölpreis | Oil price | Erdgasmarkt | Natural gas market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106324 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013541776