Danh mục

Price Discovery in Crude Oil Markets Intraday Volatility

Số trang: 12      Loại file: pdf      Dung lượng: 2.06 MB      Lượt xem: 14      Lượt tải: 0    
Jamona

Xem trước 2 trang đầu tiên của tài liệu này:

Thông tin tài liệu:

In this paper, we investigate the integration of financial derivatives with crude oil prices. The novelty of our paper is its focus on the impact of energy related exchange related funds (exchange traded funds [ETFs]) on crude oil prices. In the previous studies this relationship was studied only between equity markets and crude oil markets however, ETFs are now a crucial tool for information dispersion. First, we examine price discovery of crude oil prices by utilizing causality tests.
Nội dung trích xuất từ tài liệu:
Price Discovery in Crude Oil Markets Intraday Volatility

Tài liệu được xem nhiều: