Open AccessShocks propagation across the futures term structure : evidence from crude oil prices
Author(s) -
Delphine Lautier,
Franck Raynaud,
Michel A. Robe
Publication year - 2017
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - futures contract , term (time) , crude oil , econometrics , financial economics , computer science , economics , environmental science , petroleum engineering , geology , physics , quantum mechanics