Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices
Date
2018Link to item file
http://dx.doi.org/10.2139/ssrn.2430168Dewey
Economie financièreSujet
Mutual information; Market integration; Shocks propagation; Information flows; Directed graphs; Term structure; Futures; Crude oil; WTIJEL code
Q.Q0.Q02; G.G1.G10; G.G1.G13; G.G1.G14; G.G4.G40Conference name
US Commodity Futures and Trading Commission SeminarConference date
02-2018Conference city
WashingtonConference country
United StatesCollections
Metadata
Show full item recordAuthor
Lautier, Delphine
1032 Dauphine Recherches en Management [DRM]
Raynaud, Franck
status unknown
Robe, Michel
62374 University of Illinois