Screening for light crude oil and market comovements
نویسندگان
چکیده
منابع مشابه
Jump Processes in the Market for Crude Oil
In many commodity markets, the arrival of new information leads to unexpectedly rapid changes – or jumps – in commodity prices. Such arrivals suggest the assumption that log-return relatives are normally distributed may not hold. This article investigates the potential presence of such jumps in the price of crude oil, both in terms of spot prices and the futures prices. The investigation is car...
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ژورنال
عنوان ژورنال: International Journal of Research in Business and Social Science (2147- 4478)
سال: 2020
ISSN: 2147-4478
DOI: 10.20525/ijrbs.v9i7.949