A pair-wise analysis of the law of one price: Evidence from the crude oil market

This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC. © 2015.

Detalles Bibliográficos
Autores Principales: "Giulietti, Monica, Iregui, Ana María, Otero, Jesús"
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Elsevier 2015
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23898
https://doi.org/10.1016/j.econlet.2015.02.002
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spelling ir-10336-238982020-06-03T22:15:15Z A pair-wise analysis of the law of one price: Evidence from the crude oil market "Giulietti, Monica Iregui, Ana María Otero, Jesús" Cross-section analysis Crude oil prices Law of one price Product heterogeneity This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC. © 2015. 2015 2020-05-26T00:06:29Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 1651765 https://repository.urosario.edu.co/handle/10336/23898 https://doi.org/10.1016/j.econlet.2015.02.002 eng info:eu-repo/semantics/openAccess application/pdf Elsevier instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
topic Cross-section analysis
Crude oil prices
Law of one price
Product heterogeneity
spellingShingle Cross-section analysis
Crude oil prices
Law of one price
Product heterogeneity
"Giulietti, Monica
Iregui, Ana María
Otero, Jesús"
A pair-wise analysis of the law of one price: Evidence from the crude oil market
description This paper applies a pairwise approach to investigate the validity of the law of one price in the crude oil markets. Price differentials appear smaller between crude oil pairs with similar physical/chemical characteristics and also for pairs within OPEC. © 2015.
format Artículo (Article)
author "Giulietti, Monica
Iregui, Ana María
Otero, Jesús"
author_facet "Giulietti, Monica
Iregui, Ana María
Otero, Jesús"
author_sort "Giulietti, Monica
title A pair-wise analysis of the law of one price: Evidence from the crude oil market
title_short A pair-wise analysis of the law of one price: Evidence from the crude oil market
title_full A pair-wise analysis of the law of one price: Evidence from the crude oil market
title_fullStr A pair-wise analysis of the law of one price: Evidence from the crude oil market
title_full_unstemmed A pair-wise analysis of the law of one price: Evidence from the crude oil market
title_sort pair-wise analysis of the law of one price: evidence from the crude oil market
publisher Elsevier
publishDate 2015
url https://repository.urosario.edu.co/handle/10336/23898
https://doi.org/10.1016/j.econlet.2015.02.002
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