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WTI oil futures event study based on Lou et al (2013). Are roll over prices affected by market participants' net positioning? What is the optimal contract for a hedger when we account for roll over costs?
JuanMRinaldi/WTIStylizedFacts
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WTI oil futures event study based on Lou et al (2013). Are roll over prices affected by market participants' net positioning? What is the optimal contract for a hedger when we account for roll over costs?
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