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Recent Disconnects in the Crude Oil Price and Inventory Relationship

โœ Scribed by Michael Ye; John Zyren; Joanne Shore

Publisher
Springer US
Year
2006
Tongue
English
Weight
32 KB
Volume
12
Category
Article
ISSN
1083-0898

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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