Case study : demise of Brent crude oil futures contract on SGX.

• Main Authors: Ng, Choon Cheong., Quek, Xi Wie., Sim, King Yaw.
• 其他作者: Ding, David Kuan Yong
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Futures
• 在線閱讀: http://hdl.handle.net/10356/10383

This paper seeks to determine reasons that led to the demise of the Brent Crude Oil Futures Contract listed on SGX. Specifically, we examine the market microstructure: the number of trades, trading volume, open interest, bid-ask spread and volatility. In addition, we examine the mutual offset featur...