Efficient estimation and testing of oil futures contracts in a mutual offset system

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.14, Iss.13, 2004-09, pp. : 953-962

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

A market-augmented model for SIMEX Brent crude oil futures contracts

By Sequeira John M. McAleer Michael

Applied Financial Economics, Vol. 10, Iss. 5, 2000-09 ,pp. : 543-552

Routledge Ltd

Access to resources Recommend Favorite

Testing the risk premium and cost-of-carry hypotheses for currency futures contracts

By SEQUEIRA JOHN M. McALEER MICHAEL

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 277-289

Routledge Ltd

Access to resources Recommend Favorite

Hedging downside risk with futures contracts

By Lien Donald Tse Yiu Kuen

Applied Financial Economics, Vol. 10, Iss. 2, 2000-04 ,pp. : 163-170

Routledge Ltd

Access to resources Recommend Favorite

Optimal use of futures contracts for the competitive firm

By Giannetti Antoine

Applied Financial Economics, Vol. 16, Iss. 5, 2006-03 ,pp. : 425-427

Routledge Ltd

Access to resources Recommend Favorite

Hedging or speculation in derivative markets: the case of energy futures contracts

By Ciner Cetin

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 189-192

Routledge Ltd

Access to resources Recommend Favorite