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Item Type Article
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AA00260492-20000001-0053  
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Title
Title ARBITRAGE, HEDGING, SPECULATION AND THE PRICING OF CRUDE OIL FUTURES CONTRACTS  
Kana  
Romanization  
Other Title
Title  
Kana  
Romanization  
Creator
Name MOOSA, Imad A.  
Kana  
Romanization  
Affiliation Department of Economics and Finance, La Trobe University  
Affiliation (Translated)  
Role  
Link  
Edition
publisher  
Place
Tokyo  
Publisher
Name Keio Economic Society, Keio University  
Kana  
Romanization  
Date
Issued (from:yyyy) 2000  
Issued (to:yyyy)  
Created (yyyy-mm-dd)  
Updated (yyyy-mm-dd)  
Captured (yyyy-mm-dd)  
Physical description
 
Source Title
Name Keio economic studies  
Name (Translated)  
Volume 37  
Issue 1  
Year 2000  
Month  
Start page 53  
End page 61  
ISSN
00229709  
ISBN
 
DOI
URI
 
JaLCDOI
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Doctoral dissertation
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Date of granted  
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Degree grantor  
Abstract
A model is presented to explain the determination of commodity futures prices in terms of the activities of arbitrageurs and speculators. The model is tested for various maturities using the WTI crude oil as a representative commodity. The results show that the futures price is determined by the activities of arbitrageurs and futures (not spot) speculators.
 
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Language
英語  
Type of resource
text  
Genre
Journal Article  
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Dec 18, 2009 09:00:00  
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Dec 18, 2009 09:00:00  
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/ Public / 経済学部 / Keio economic studies / 37(1) 2000
 
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