TY  - JOUR
AU  - Delphine H. Lautier
AU  - Franck Raynaud
AU  - Michel A. Robe
PY  - 2019/07//
TI  - Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.3.dlau
IS  - 3
SP  - 125
EP  - 154
KW  - Mutual information
KW  - Market integration
KW  - Information entropy
KW  - Shock propagation
KW  - Directed graphs
KW  - Term structure
KW  - Futures
KW  - Crude oil
KW  - WTI
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3356