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