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.
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2015
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/23898
- Acceso en línea:
- https://doi.org/10.1016/j.econlet.2015.02.002
https://repository.urosario.edu.co/handle/10336/23898
- Palabra clave:
- Cross-section analysis
Crude oil prices
Law of one price
Product heterogeneity
- Rights
- License
- Abierto (Texto Completo)