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The arbitrage strategy in the crude oil futures market of shanghai international energy exchange

This research conducts an empirical study on arbitrage opportunities in the crude oil futures market of Shanghai International Energy Exchange in the period of China’s economic change, 2020–2022. We use the daily closing price data of crude oil futures sc2303 and sc2212 to test whether there is a st...

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Detalles Bibliográficos
Autores principales: Niu, Jing, Ma, Chao, Chang, Chun-Ping
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9749647/
http://dx.doi.org/10.1007/s10644-022-09468-3

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