A pair-wise analysis of the law of one price: Evidence from the crude oil market
URI
https://doi.org/10.1016/j.econlet.2015.02.002https://repository.urosario.edu.co/handle/10336/23898
Abstract
This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC. © 2015.
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