Shocks 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 , social connectedness , maturity (psychological) , term (time) , econometrics , west texas intermediate , economics , boom , yield curve , financial economics , monetary economics , interest rate , geology , physics , quantum mechanics , psychology , developmental psychology , oceanography , psychotherapist
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