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

Facultad de Economía

Producción científica: Contribución a revista › Artículo de Investigación › revisión exhaustiva

10 Citas (Scopus)

Resumen

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.

Idioma original	Inglés estadounidense
Páginas (desde-hasta)	39-41
Número de páginas	3
Publicación	Economics Letters
Volumen	129
DOI	https://doi.org/10.1016/j.econlet.2015.02.002
Estado	Publicada - abr. 1 2015

Áreas temáticas de ASJC Scopus

Finanzas
Economía y econometría

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10.1016/j.econlet.2015.02.002

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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",

note = "Funding Information: This paper was started while Jes{\'u}s Otero was a Visiting Fellow in the Department of Economics at the University of Warwick. He would like to thank the Universidad del Rosario for its financial assistance (Project FIUR-195). We also thank Jeremy Smith, participants at the Economic Modelling and Forecasting Seminar at Warwick Business School and an anonymous reviewer for useful comments and suggestions. The usual disclaimer applies. Publisher Copyright: {\textcopyright} 2015.",

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AU - Iregui, Ana María

AU - Otero, Jesús

N1 - Funding Information: This paper was started while Jesús Otero was a Visiting Fellow in the Department of Economics at the University of Warwick. He would like to thank the Universidad del Rosario for its financial assistance (Project FIUR-195). We also thank Jeremy Smith, participants at the Economic Modelling and Forecasting Seminar at Warwick Business School and an anonymous reviewer for useful comments and suggestions. The usual disclaimer applies. Publisher Copyright: © 2015.

PY - 2015/4/1

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JO - Economics Letters

JF - Economics Letters

ER -

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

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