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The relationship between spot and futures oil prices: Do structural breaks matter?

โœ Scribed by Chen, Pei-Fen; Lee, Chien-Chiang; Zeng, Jhih-Hong

Book ID
125421333
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
285 KB
Volume
43
Category
Article
ISSN
0140-9883

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rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar