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Arbitrage and the price of oil [electronic resource] / Vipin Arora.
Arbitrage and the price of oil [electronic resource] / Vipin Arora.
About this item
Full title
Author / Creator
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2011.
Date
2011.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2011.
Series
Place of Publication
Australian Capital Territory
Date Published
2011.
Subjects
Subject Keywords
- Australian
More information
Scope and Contents
Summary
"The model simulated in this paper shows that falling interest rates contribute to rising oil prices. This occurs because oil producers treat oil in the ground as an asset and attempt to arbitrage differences between its rate of return and the interest rate. When calibrated to match observed data over the last two decades, model results indicate th...
Alternative Titles
Full title
Arbitrage and the price of oil [electronic resource] / Vipin Arora.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working papers in economics & econometrics ; no. 535.
Title from title screen (viewed on Oct. 15, 2012).
"JEL codes: E37, F47, Q43".
"January 2011".
Includes bibliographical references.
System details note
Mode of access: Available online. Address as at: http://www.cbe.anu.edu.au/research/papers/pdf/wp535.pdf.
System requirements: Adobe Acrobat reader required to view document.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvBovV4G6y
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvBovV4G6y
Other Identifiers
ISBN
0868315354
9780868315355
DDC
338.27282
MMS ID
991016503349702626
