{"created":"2021-03-01T07:02:00.220513+00:00","id":42153,"links":{},"metadata":{"_buckets":{"deposit":"1e1cf8d3-a117-43c4-9ab4-e5aa8aa2176d"},"_deposit":{"id":"42153","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42153"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042153","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-705","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper examines the market efficiency of oil spot and futures prices by using a stochastic dominance (SD) approach. As there is no evidence of an SD relationship between oil spot and futures, we conclude that there is no arbitrage opportunity between these two markets, and that both market efficiency and market rationality are not rejected in the oil spot and futures markets.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cf705ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"School of Social Sciences Universiti Sains Malaysia"},{"subitem_text_value":"Econometric Institute Erasmus School of Economics Erasmus University Rotterdam"},{"subitem_text_value":"Tinbergen Institute The Netherlands"},{"subitem_text_value":"Department of Economics Hong Kong Baptist University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Lean, Hooi Hooi"}],"nameIdentifiers":[{"nameIdentifier":"97016","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"McAleer, Michael"}],"nameIdentifiers":[{"nameIdentifier":"97017","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Wong, Wing-Keung"}],"nameIdentifiers":[{"nameIdentifier":"97018","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Stochastic dominance","subitem_subject_scheme":"Other"},{"subitem_subject":"risk averter","subitem_subject_scheme":"Other"},{"subitem_subject":"risk seeker","subitem_subject_scheme":"Other"},{"subitem_subject":"futures market","subitem_subject_scheme":"Other"},{"subitem_subject":"spot market","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classifications: C14, G12, G15.","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42153","relation_version_is_last":true,"title":["Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:23.497669+00:00"}