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Evidence of oil market price clustering during the COVID-19 pandemic
We use hourly data on opening price, closing price, opening ask price, opening bid price, closing ask price and closing bid price to show that while oil prices are characterized by price clustering behavior, prices tend to cluster on numbers closer to zero than to one. Comparing the pre-COVID-19 sam...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Inc.
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8694788/ https://www.ncbi.nlm.nih.gov/pubmed/36536789 http://dx.doi.org/10.1016/j.irfa.2021.102009 |