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A theoretical and econometric study of the determinants of crude oil spot prices

โœ Scribed by Okogu, Bright Erakpoweri

Book ID
115230433
Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
688 KB
Volume
13
Category
Article
ISSN
0277-0180

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๐Ÿ“œ SIMILAR VOLUMES

The relationship between spot and future
The relationship between spot and futures prices: Evidence from the crude oil market
โœ Silvapulle, Param; Moosa, Imad A. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 217 KB ๐Ÿ‘ 2 views

This article examines the relationship between the spot and futures prices of WTI crude oil using a sample of daily data. Linear causality testing reveals that futures prices lead spot prices, but nonlinear causality testing reveals a bidirectional effect. This result suggests that both spot and fut