Degree of integration between brent oil spot and futures markets : intraday evidence
Year of publication: |
2018
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Authors: | Inci, Ahmet Can ; Seyhun, H. Nejat |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 7/8/9, p. 1808-1826
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Subject: | Brent | futures markets | Granger causality | integration of markets | natural resources | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Marktintegration | Market integration | Spotmarkt | Spot market | Derivat | Derivative | Warenbörse | Commodity exchange | Volatilität | Volatility | Kointegration | Cointegration |
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