Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour-Reference-Cited by-同舟云学术

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Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour

Published:2019-12 Issue: Volume:16 Page:100086
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Awan Obaid A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference70 articles.

1. Limits to arbitrage and hedging: evidence from commodity markets;Acharya;J. Financ. Econ.,2013

2. Co-integration, Error Correction, and the Econometric Analysis of Nonstationary Data;Banerjee,1993

3. Mean reversion in equilibrium asset prices: evidence from the futures term structure;Bessembinder;J. Finance,1995

4. The supply of storage;Brennan;Am. Econ. Rev.,1958

5. The price of convenience and the valuation of commodity contingent claims;Brennan,1991

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