Wai‐Man Liu; Schultz, Emma; Swieringa, John - In: Journal of Futures Markets 35 (2015) 2, pp. 148-162
<section xml:id="fut21658-sec-0001"> We use high‐frequency data to better characterize price dynamics in global crude oil markets. Initially, we provide much‐needed quantitative evidence on interactions between physical and financial layers of the Brent market, highlighting the ICE Brent futures contract as the overwhelming...</section>