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Does international order flow contribute to price discovery in futures markets?

Frino, Alex; Webb, Robert I.; Zheng, Hui - In: The journal of futures markets 32 (2012) 12, pp. 1124-1143

Persistent link: https://www.econbiz.de/10009697772

Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions

Low, Aaron; Muthuswamy, Jayaram; Webb, Robert I. - In: The journal of futures markets 19 (1999) 7, pp. 799-815

Persistent link: https://www.econbiz.de/10001443356

Continuously traded options on discretely traded commodity futures contracts

Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666

Persistent link: https://www.econbiz.de/10001228028

Price Discovery in China’s Crude Oil Futures Markets : An Emerging Asian Benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - 2022

We examine the price discovery performance of China’s crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and non-deliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at...

Persistent link: https://www.econbiz.de/10014236263

Price discovery in China's crude oil futures markets : an emerging Asian benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - In: The journal of futures markets 43 (2023) 3, pp. 297-324

Persistent link: https://www.econbiz.de/10014293068