Energie : papiers de recherche moissonnés (29/11/2016)

Informed Trading in Oil-Futures Market / O. Rousse and B. Sévi. Milan : Fondazione Eni Enrico Mattei, 2016, 39 p. (Nota di Lavoro 70.2016) http://www.feem.it/userfiles/attach/201611161212294NDL2016-070.pdf The weekly release of the U.S. inventory level by the DOE-EIA is known as the market mover in the U.S. oil futures market and to be a significant piece of information for all world oil markets in which the WTI is a price benchmark. We uncover suspicious trading patterns in the WTI futures m..