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~institution:"Institute of Economic Research, Kyoto University"
~isPartOf:"KIER Working Papers"
~source:"repec"
~subject:"risk averter"
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risk averter
Stochastic dominance
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futures market
1
hypothesis testing
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market efficiency
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oil futures market
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risk aversion
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risk seeker
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risk seeking
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Lean, Hooi Hooi
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McAleer, Michael
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Wong, Wing-Keung
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Institute of Economic Research, Kyoto University
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Investor Preferences for Oil Spot and Futures based on Mean-Variance and
Stochastic
Dominance
Lean, Hooi Hooi
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2011
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10008790033
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2
Market Efficiency of Oil Spot and Futures: A Mean-Variance and
Stochastic
Dominance
Approach
Lean, Hooi Hooi
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2010
stochastic
dominance
(SD) approaches. Based on the West Texas Intermediate crude oil data for the sample period of 1989-2008, we …
Persistent link: https://www.econbiz.de/10008461878
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