Futures Trading and the European Oil Market

Peter J.N.W Bird

The Energy Journal, 1987, vol. 8, issue 3, 149-156

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.

Keywords: gas and oil futures; Price behavior; IPE; random walk (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:sae:enejou:v:8:y:1987:i:3:p:149-156

DOI: 10.5547/ISSN0195-6574-EJ-Vol8-No3-8

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