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

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 129
Issue: C
Pages: 39-41

Authors (3)

Giulietti, Monica (Loughborough University) Iregui, Ana María (Banco de la Republica de Colom...) Otero, Jesús (Universidad del Rosario)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:129:y:2015:i:c:p:39-41
Journal Field
General
Author Count
3
Added to Database
2026-01-25