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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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The pricing efficiency of crude oil futures in the Shanghai International Exchange
Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483367
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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
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Price discovery in commodity futures market : a study on Indian bullion (precious metal) market
Dawn, Surajit - In: Research bulletin / The Institute of Cost Accountants … 44 (2018) 3, pp. 64-80
Persistent link: https://www.econbiz.de/10012130229
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Market efficiency, arbitrage, and delivery options in the NYMEX crude oil market
MacDonald, Don N.; Nishi, Hirofumi - In: Research in finance 35 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012228050
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Trade openness, financial development index and economic growth : evidence from India ; (1971 - 2012)
Murthy, Dogga Satyanarayana; Patra, Suresh Kumar; … - In: Journal of financial economic policy 6 (2014) 4, pp. 362-375
Persistent link: https://www.econbiz.de/10011340415
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Causal nexus between crude, gold, dollar and stock markets in India : empirical explorations before, during and after the Global Recession
Saji, T. G. - In: The Indian economic journal 69 (2021) 4, pp. 688-704
Persistent link: https://www.econbiz.de/10012794164
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Informational efficiency of world oil markets : one great pool, but with varying depth
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper investigates the informational efficiency of global crude oil markets using a recently introduced quantitative measure for market inefficiency. The methodology assesses the deviation of observed oil price behavior from the Random Walk benchmark, representing an efficient market. The...
Persistent link: https://www.econbiz.de/10014505288
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Oil market efficiency, quantity of information, and oil market turbulence
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the Random Walk benchmark which represents an efficient...
Persistent link: https://www.econbiz.de/10014490913
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The dynamics of crude oil spot and futures markets
Arslan-Ayaydin, Özgür; Khagleeva, Inna - In: Energy economics and financial markets, (pp. 159-173). 2013
Persistent link: https://www.econbiz.de/10009693296