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

Monica Giulietti, Ana María Iregui, Jesús Otero

Research output: Contribution to journalArticlepeer-review

6 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 languageEnglish (US)
Pages (from-to)39-41
Number of pages3
JournalEconomics Letters
Volume129
DOIs
StatePublished - Apr 1 2015

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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