Investigating price clustering in the oil futures market

Applied Energy

Volumn 88, Issue 1, 2011, Pages 397-402

  Narayan, Paresh Kumar ^a   Narayan, Seema ^b   Popp, Stephan ^c  

^a DEAKIN UNIVERSITY   (Australia)

^b RMIT UNIVERSITY   (Australia)

^c UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

Contracts; Futures market; Market inefficiency; Oil; Price clustering; Trading

Indexed keywords

COMMERCE; COSTS; FINANCIAL MARKETS;

EXCHANGE RATE MARKETS; INTEREST RATES; MARKET INEFFICIENCIES; OIL FUTURES; OIL FUTURES MARKET; PRICE CLUSTERING; TRADING; TRADING STRATEGIES;

CONTRACTS;

FUTURE PROSPECT; INTEREST RATE; OIL TRADE; PRICE DYNAMICS; REAL EXCHANGE RATE;

EID: 77957316174     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apenergy.2010.07.034     Document Type: Article

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