Examining Energy Futures Market Efficiency Under Multiple Regime Shifts
<p>This study examines the West Texas Intermediate crude oil (WTI), Europe Brent crude oil (Brent), heating oil no. 2, and Henry Hub natural gas futures markets’ efficiency following Fama’s (1970) weak-form efficiency hypothesis, using spot and futures prices at 1, 2, 3, and 4 months maturity...
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| Format: | Article |
| Language: | English |
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EconJournals
2017-12-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/5578 |