Crude oil: Commodity or financial asset?

Energy Economics

Volumn 46, Issue , 2014, Pages 216-223

  Kolodziej, Marek ^a   Kaufmann, Robert K ^a   Kulatilaka, Nalin ^a   Bicchetti, David ^b   Maystre, Nicolas ^b,c  

^a BOSTON UNIVERSITY   (United States)

^b United Nations Conference on Trade and Development   (Switzerland)

^c UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Capital asset pricing model; Commodity; Crude oil price; Financial asset; Speculation

Indexed keywords

CAPITAL ASSET PRICING MODEL; COMMODITY; CRUDE OIL PRICES; FINANCIAL ASSETS; SPECULATION;

COMMODITY PRICE; CRUDE OIL; ENERGY MARKET; FINANCIAL MARKET; KALMAN FILTER;

EID: 84908040114     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2014.09.006     Document Type: Article

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