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~person:"Lefranc, Arnaud"
~person:"Post, Thierry"
~person:"Wong, Wing-Keung"
~source:"repec"
~subject:"oil futures market"
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oil futures market
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Lefranc, Arnaud
Post, Thierry
Wong, Wing-Keung
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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
Saved in:
2
Market Efficiency of Oil Spot and Futures: A Mean-Variance and
Stochastic
Dominance
Approach
Lean, Hooi Hooi
;
McAleer, Michael
;
Wong, Wing-Keung
-
Department of Economics and Finance, College of …
-
2010
stochastic
dominance
(SD) approaches. Based on the West Texas Intermediate crude oil data for the sample period 1989-2008, we …
Persistent link: https://www.econbiz.de/10008516068
Saved in:
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