کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
244455 | 501950 | 2011 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Investigating price clustering in the oil futures market
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی انرژی
مهندسی انرژی و فناوری های برق
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
Price clustering can be a source of market inefficiency. It follows that searching for price clustering in markets have gone beyond share prices into real estate, interest rate, and exchange rate markets. In this paper, we extend this line of research to oil futures markets. In particular, we consider five different forms of oil futures contracts and test for evidence of price clustering. Our results reveal strong presence of price clustering in the oil futures market. This finding implies that price clustering can potentially be a source of oil market inefficiency, which can influence trading strategies.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Energy - Volume 88, Issue 1, January 2011, Pages 397–402
Journal: Applied Energy - Volume 88, Issue 1, January 2011, Pages 397–402
نویسندگان
Paresh Kumar Narayan, Seema Narayan, Stephan Popp,