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The effectiveness of arbitrage and speculation in the crude oil futures market

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  • Imad A. Moosa
  • Nabeel E. Al‐Loughani

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Suggested Citation

  • Imad A. Moosa & Nabeel E. Al‐Loughani, 1995. "The effectiveness of arbitrage and speculation in the crude oil futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(2), pages 167-186, April.
  • Handle: RePEc:wly:jfutmk:v:15:y:1995:i:2:p:167-186
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    Cited by:

    1. Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015. "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 51-71.
    2. repec:gam:jsusta:v:11:y:2019:i:5:p:1359-:d:211007 is not listed on IDEAS
    3. Sebastian Nick, 2016. "The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    4. Menzie D. Chinn & Michael LeBlanc & Olivier Coibion, 2005. "The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline," NBER Working Papers 11033, National Bureau of Economic Research, Inc.
    5. Tanattrin Bunnag, 2015. "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 105-120.
    6. repec:ebl:ecbull:eb-17-00592 is not listed on IDEAS
    7. repec:eee:ecmode:v:74:y:2018:i:c:p:167-185 is not listed on IDEAS

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