In detail, we argue that there may exist an arbitrage opportunity in the market through exploiting this seasonal pattern by trading long/short the relevant ...

Arbitrage refers to the practice of taking advantage of price differences between two or more markets or exchanges in order to generate profits.

Roughly speaking, a statistical arbitrage is a trading strategy that generates profit in the long run by pricing inefficiencies identified through mathematical ...

This study provides novel analysis of the events in the WTI crude oil futures market on April 20, 2020. We detail how the arbitrage linkages between the ...

2 сент. 2023 г. · In this work, we study statistical arbitrage strategies in international crude oil futures markets. We analyse strategies that extend classical pairs trading ...

14 дек. 2022 г. · This research conducts an empirical study on arbitrage opportunities in the crude oil futures market of Shanghai International Energy ...

This research conducts an empirical study on arbitrage opportunities in the crude oil futures market of Shanghai International Energy Exchange in the period ...

20 апр. 2020 г. · This study provides novel analysis of the events in the WTI crude oil futures market on April 20, 2020. We detail how the arbitrage linkages ...

The buying, selling, and exchange of petroleum products or crude oil in different markets with the express design to take advantage of location, product, and ...

17 янв. 2024 г. · Arbitrage is a trading strategy that involves buying and selling the same commodity in different markets to profit from price differences.