Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Price discovery
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 2011 | Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system | Caporale, GM; Girardi, A |
| 2013 | Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system | Girardi, A |
| 2009 | Price formation on the EuroMTS platform | Caporale, GM; Girardi, A |
| 2014 | Time-varying spot and futures oil price dynamics | Caporale, GM; Ciferri, D; Girardi, A |
| 2010 | Time-varying spot and futures oil price dynamics | Caporale, GM; Ciferri, D; Girardi, A |