Regulations and price discovery: oil spot and futures markets
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- Ashima Goyal, 2015. "Financial stability: Underlining context," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-014, Indira Gandhi Institute of Development Research, Mumbai, India.
More about this item
Keywordscrude oil spot; futures; commodity exchanges; short duration bubbles; position limits;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-14 (All new papers)
- NEP-CWA-2012-07-14 (Central & Western Asia)
- NEP-ENE-2012-07-14 (Energy Economics)
- NEP-MST-2012-07-14 (Market Microstructure)
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