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Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis
Author(s) -
Schwarz Thomas V.,
Szakmary Andrew C.
Publication year - 1994
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990140204
Subject(s) - cointegration , arbitrage , price discovery , futures contract , economics , mathematical economics , financial economics , citation , library science , econometrics , computer science