his article examines intra-market spreads in No. 2 heating oil futures and presents T evidence of an anomaly that is potentially profitable. The No. 2 heating oil contract, introduced in late 1978, is traded on the New York Mercantile Exchange (NYMEX). The purpose of this article is to detail the se
An analysis of intra-market spreads in heating oil futures
β Scribed by Peter A. Abken
- Publisher
- John Wiley and Sons
- Year
- 1989
- Tongue
- English
- Weight
- 585 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0270-7314
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