Price discovery and risk transfer in the crude oil futures market: Some structural time series evidence

Imad Ahmed Moosa

    Research output: Contribution to journalArticleResearchpeer-review

    20 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)155 - 165
    Number of pages11
    JournalEconomic Notes
    Volume31
    Issue number1
    Publication statusPublished - 2002

    Cite this

    @article{af86708e19b1476a89333c9ac7a1ec2b,
    title = "Price discovery and risk transfer in the crude oil futures market: Some structural time series evidence",
    author = "Moosa, {Imad Ahmed}",
    year = "2002",
    language = "English",
    volume = "31",
    pages = "155 -- 165",
    journal = "Economic Notes",
    issn = "0391-5026",
    publisher = "Wiley-Blackwell",
    number = "1",

    }

    Price discovery and risk transfer in the crude oil futures market: Some structural time series evidence. / Moosa, Imad Ahmed.

    In: Economic Notes, Vol. 31, No. 1, 2002, p. 155 - 165.

    Research output: Contribution to journalArticleResearchpeer-review

    TY - JOUR

    T1 - Price discovery and risk transfer in the crude oil futures market: Some structural time series evidence

    AU - Moosa, Imad Ahmed

    PY - 2002

    Y1 - 2002

    M3 - Article

    VL - 31

    SP - 155

    EP - 165

    JO - Economic Notes

    JF - Economic Notes

    SN - 0391-5026

    IS - 1

    ER -