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

Monica Giulietti; Ana María Iregui; Jesús Otero

doi:10.1016/j.econlet.2015.02.002

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

Monica Giulietti, Ana María Iregui, Jesús Otero

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7 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	39-41
Number of pages	3
Journal	Economics Letters
Volume	129
DOIs	https://doi.org/10.1016/j.econlet.2015.02.002
State	Published - Apr 1 2015

All Science Journal Classification (ASJC) codes

Finance
Economics and Econometrics

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

abstract = "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.",

author = "Monica Giulietti and Iregui, {Ana Mar{\'i}a} and Jes{\'u}s Otero",

year = "2015",

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AU - Giulietti, Monica

AU - Iregui, Ana María

AU - Otero, Jesús

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Y1 - 2015/4/1

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SP - 39

EP - 41

JO - Economics Letters

JF - Economics Letters

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

Abstract

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