Information Flows 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 , maturity (psychological) , information flow , crude oil , econometrics , financial economics , economics , mutual information , term (time) , computer science , artificial intelligence , geology , physics , quantum mechanics , petroleum engineering , psychology , developmental psychology , linguistics , philosophy
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