Ítem
Solo Metadatos
A pair-wise analysis of the law of one price: Evidence from the crude oil market
Título de la revista
Autores
Giulietti, Monica
Iregui, Ana María
Otero Cardona, Jesús Gilberto
Fecha
2015
Directores
ISSN de la revista
Título del volumen
Editor
Elsevier
Buscar en:
Métricas alternativas
Resumen
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.
Palabras clave
Keywords
Cross-section analysis , Crude oil prices , Law of one price , Product heterogeneity