Oligopolistic pricing of crude-oil futures
License
Access Rights
Cadmus Permanent Link
Full-text via DOI
ISBN
ISSN
0013-0249
Issue Date
Type of Publication
Keyword(s)
LC Subject Heading
Other Topic(s)
EUI Research Cluster(s)
Initial version
Published version
Succeeding version
Preceding version
Published version part
Earlier different version
Initial format
Author(s)
Citation
Economic record, 1992, Vol. 68, No. 1, pp. 75-104
Cite
PHLIPS, Louis, Oligopolistic pricing of crude-oil futures, Economic record, 1992, Vol. 68, No. 1, pp. 75-104 - https://hdl.handle.net/1814/71332
Abstract
This paper applies a game-theoretic model of oligopolistic pricing to the crude oil futures contracts traded on the Brent 15-Day market and the London International Petroleum Exchange (IPE). Particular attention is given to the organizational features of the Brent 15-Day market and to the successive changes in the IPE contract.
Table of Contents
Additional Information
First published: December 1992
