𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The speculative efficiency of the aluminum market: A nonlinear investigation

✍ Scribed by Arouri, Mohamed El Hedi; Jawadi, Fredj; Mouak, Prosper

Book ID
122844343
Publisher
Elsevier
Year
2011
Tongue
English
Weight
433 KB
Volume
126-127
Category
Article
ISSN
2110-7017

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Extreme volatility, speculative efficien
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
✍ Lorne N. Switzer; Mario El-Khoury πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 798 KB

## Abstract This study investigates the efficiency of the New York Mercantile Exchange (NYMEX) Division light sweet crude oil futures contract market during recent periods of extreme conditional volatility. Crude oil futures contract prices are found to be cointegrated with spot prices and unbiased