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The relative efficiency of the crude oil futures market: evidence from India

Inani, Sarveshwar Kumar - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 225-243

Persistent link: https://www.econbiz.de/10011955210

Screening for light crude oil and market comovements

Faseli, Omid - 2020

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Efficiency of wheat futures across APMC mandis

Singh, Rahul Kumar - In: Journal of quantitative economics 21 (2023) 3, pp. 681-701

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Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities

Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162

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An empirical investigation of volatility of Indian spot and future prices of crude oil

Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66

Persistent link: https://www.econbiz.de/10010370462

Price Discovery in Crude Oil Prices

Kim, Cherl-Hyun - 2012

I examine the relative information roles among West Texas Intermediate spot crude price and four futures contracts (F1 through F4) with different maturities. Using a cointegrated system with a non-unitary cointegrating vector, I address price discovery by investigating which price is more...

Persistent link: https://www.econbiz.de/10013114634