A market-augmented model for SIMEX Brent crude oil futures contracts

Brent crude oil futures contracts are traded on both the Singapore International Monetary Exchange (SIMEX) and the International Petroleum Exchange (IPE). Through a mutual offset system between SIMEX and IPE, Brent crude oil futures contracts can be traded up to nineteen hours each day. The inter-re...

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Bibliographic Details
Main Authors: SEQUEIRA, J. M., McALEER, Michael
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2000
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5076
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Institution: Singapore Management University
Language: English