Price Discovery and Risk Transfer in the Crude Oil Futures Market: Some Structural Time Series Evidence-Reference-Cited by-同舟云学术

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Price Discovery and Risk Transfer in the Crude Oil Futures Market: Some Structural Time Series Evidence

Published:2002-02 Issue:1 Volume:31 Page:155-165
ISSN:0391-5026
Container-title:Economic Notes
language:en
Short-container-title:Economic Notes

Author:

Moosa Imad A.

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/1468-0300.00077/fullpdf

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Empirical Analysis of Price Discovery and Causal Relationship Between Futures and Spot Market in India;Asia-Pacific Journal of Management Research and Innovation;2024-06-23

2. Price Discovery and Unpredictability Spillover in Metal Commodity Market in India: An Empirical Study;2022 International Conference on Fourth Industrial Revolution Based Technology and Practices (ICFIRTP);2022-11-23

3. Future–Spot Relationship in Commodity Market: A Comparison Across Commodity Segments in India;Global Business Review;2021-06-10

4. Lead–Lag Relationship Between Spot and Futures Prices of Indian Agri Commodity Market;Lecture Notes in Mechanical Engineering;2021

5. Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data;International Journal of Finance & Economics;2020-08

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