Shocks propagation across the futures term structure : evidence from crude oil prices

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Date
2017Dewey
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; Q.Q4.Q40Conference name
The Commercial Ags Seminar Series, Illinois University at Urbana-Champaign,Conference date
11-2017Conference city
Urbana-Champaign (Ill.)Conference 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