Showing 1 - 10 of 1,522
Persistent link: https://www.econbiz.de/10001578047
Persistent link: https://www.econbiz.de/10002695264
Persistent link: https://www.econbiz.de/10012874009
Persistent link: https://www.econbiz.de/10003780521
Persistent link: https://www.econbiz.de/10011431037
Persistent link: https://www.econbiz.de/10009729103
Persistent link: https://www.econbiz.de/10009697129
Persistent link: https://www.econbiz.de/10010259809
We study how the exposure of fundamental and financial traders affects the futures curve of WTI oil and the market integration between WTI and Brent as measured by their price spread. To obtain a parsimonious representation of the futures curve, we decompose it into a level-, a slope- and a...
Persistent link: https://www.econbiz.de/10010340137
Persistent link: https://www.econbiz.de/10011533818