An Empirical Study on oil futures basis
碩士 === 國立臺北大學 === 經濟學系 === 102 === Basis is the difference between oil futures price and oil spot price. In practice basis is an important reference index as the movements of short-term futures prices. In this paper, we collect the daily data of West Texas Intermediate crude oil futures basis over t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71666565680076981685 |