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13-132/III - Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures


  • Authors
    Hooi Hooi Lean, Universiti Sains, Malaysia;; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; and Complutense University of Madrid, Spain
  • Publication date
    September 5, 2013
  • Keywords
    Stochastic dominance, mean-variance, risk averter, risk seeker, futures market, spot market
  • JEL
    C14, G12, G15