Economics of Energy Futures Markets
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- Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
- Charles Dale, 1981.
"The hedging effectiveness of currency futures markets,"
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"Usefulness of treasury bill futures as hedging instruments,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
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- Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.
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Cited by:
- Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.
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Keywords
Energy futures; Oil hedging;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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