Quantitative spread trading on crude oil and refined products markets

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.12, 2012-12, pp. : 1857-1875

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Unobservable information and behavioural patterns in futures markets: The case for Brent Crude Oil, Gold and Robusta Coffee contracts

By Spyrou Spyros

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1, 2006-05 ,pp. : 48-59

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

Unobservable information and behavioural patterns in futures markets: The case for Brent Crude Oil, Gold and Robusta Coffee contracts

By Spyrou Spyros

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1-2, 2006-05 ,pp. : 48-59

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

Predictability of stock markets with disequilibrium trading

By Charemza Wojciech Shields Kalvinder Zalewska Anna

The European Journal of Finance, Vol. 10, Iss. 5, 2004-10 ,pp. : 329-344

Routledge Ltd

Access to resources Recommend Favorite

Pairs trading based on statistical variability of the spread process

By Bogomolov Timofei

Quantitative Finance, Vol. 13, Iss. 9, 2013-09 ,pp. : 1411-1430

Routledge Ltd

Access to resources Recommend Favorite

Intraday data and hedging efficiency in interest spread trading

By Dunis Christian Lequeux Pierre

The European Journal of Finance, Vol. 6, Iss. 4, 2000-12 ,pp. : 332-352

Routledge Ltd

Access to resources Recommend Favorite