Price discovery in China's crude oil futures markets: An emerging Asian benchmark?

We examine the price discovery performance of China's crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and nondeliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at t...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The journal of futures markets 2023-03, Vol.43 (3), p.297-324
Hauptverfasser:	Yu, Ziliang, Yang, Jian, Webb, Robert I.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asian benchmark COVID-19 Crude oil crude oil futures Discovery Futures market Pandemics Petroleum Prices time‐varying price discovery warehouse inventory
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!