作者: Yue-Jun Zhang
DOI: 10.1016/J.APENERGY.2013.02.060
关键词: West Texas Intermediate 、 Price return 、 Speculation 、 Financial economics 、 Oil-storage trade 、 Economics 、 Econometrics 、 Volatility (finance) 、 Oil price 、 Futures contract 、 Hedge fund
摘要: … of speculators’ positions on WTI crude oil futures returns. The results indicate that, … WTI crude oil price of nearby month contracts for its representative role in the NYMEX crude oil futures …