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• W4377864482 abstract "This article examines the relationship between the spot and futures prices of WTI crude oil using a sample of daily data. Linear causality testing reveals that futures prices lead spot prices, but nonlinear causality testing reveals a bidirectional effect. This result suggests that both spot and futures markets react simultaneously to new information. © 1999 John Wiley & Sons, Inc. Jrl Fut Mark 19: 175–193, 1999" @default.
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• W4377864482 date "1999-04-01" @default.
• W4377864482 modified "2023-10-17" @default.
• W4377864482 title "The relationship between spot and futures prices: Evidence from the crude oil market" @default.
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• W4377864482 doi "https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-h" @default.
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