Case study : demise of Brent crude oil futures contract on SGX.
This paper seeks to determine reasons that led to the demise of the Brent Crude Oil Futures Contract listed on SGX. Specifically, we examine the market microstructure: the number of trades, trading volume, open interest, bid-ask spread and volatility. In addition, we examine the mutual offset featur...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10383 |