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Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach

Energy Economics, no. 5 (2010): 979-986

被引用86|浏览7
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This paper examines the market efficiency of oil spot and futures prices by using both mean-variance (MV) and stochastic dominance (SD) approaches. Based on the West Texas Intermediate crude oil data for the sample period 1989–2008, we find no evidence of any MV and SD relationships between oil spot and futures indices. This infers that t...更多

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