Information, volatility and price discovery in oil futures markets
This thesis presents four related empirical essays which investigate the role of information in crude oil futures markets. The first line of investigation examines the impact of futures trading on spot price volatility and finds that the nature of spot price volatility is affected by derivative trad...
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Brunel University
1994
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241579 |