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

By Hooi Hooi Lean, Michael Mcaleer, Wing-Keung Wong. 2010

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/d8a9a246bdec4c1e7630ddf097556a96e9a80859

Citations in the corpus

• Commodity futures and market efficiency (2013, unknown): “Lean et al. (2010) study WTI crude oil spot and futures prices using mean–variance and stochastic dominance approaches, finding no arbitrage opportunities between spot and futures prices while the findings are robust for various sub-periods and critical events.”