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Data · dataset · 2019

Data for: Price Discovery or Noise? The Role of Arbitrage and Speculation in Explaining Crude Oil Price Behaviour

Listed in Teesside University Research Data Repository

The sample, which includes daily spot and futures prices of West Texas Intermediate (WTI) crude oil covering the period January 1988 to December 2015, is obtained from the Bloomberg database.

Description

Both spot and futures prices are measured as at the close of trading on the exchange. See attached file for more details

Links

Where it is published

Catalogue records · 1

Topics

Provenance · 1 source records, 7 field assertions
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Teesside University Research Data Repositoryoai:data.mendeley.com/2ypkptm6mc.117 h agoJSON v1
FieldAssertionExtractorEvidence
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concepts[field].local:field:energymapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
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