Seasonal Patterns in Oil Prices and Their Implications for Investors
Skúmanie sezónnych vzorov cien ropy (Brent, WTI) v období 1983-2017 a ich využiteľnosť v investičnom procese.
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | , |
| Format: | Chapitre de livre |
| Langue: | anglais |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: Seasonal Patterns in Oil Prices and Their Implications for Investors
- Are Slovak Retail Gasoline and Diesel Price Reactions on Crude Oil Changes Asymmetric?
- Are Soft Commodities Markets Affected by the Halloween Effect?
- Connectedness between Energy and Nonenergy Commodity Markets: Evidence from Quantile Coherency Networks
- Application of basic stock market investment strategies on commodity markets
- Agricultural Commodity Markets and the Turn of the Month Effect
- Vývoj cien zlata na komoditnom trhu