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Futures Trading and the European Oil Market

Peter J. W. N. Bird

Year: 1987
Volume: Volume 8
Number: Number 3
DOI: 10.5547/ISSN0195-6574-EJ-Vol8-No3-8
View Abstract

The subject of this paper is the behavior of daily gas oil futures prices on the London-based International Petroleum Exchange (IPE). It reports results consistent with the hypothesis that prices on the IPE follow a random walk.

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