Information transmission in energy futures markets

Since the mid 1980s the world oil price discovery process has been dominated by two crude oil futures markets: the New York Mercantile Exchange (NYMEX) and London's International Petroleum Exchange (IPE). To date considerable work has been done to scrutinize the degree to which these two market...

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Bibliographic Details
Main Author: Lin, Sharon Xiaowen
Published: City University London 2002
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269359