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Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices

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Academic year: 2021

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Figure

Figure 1: WTI crude oil futures prices and returns, 2000-2014
Figure 2: Mutual information shared by all maturities, 2000-2014
Figure 3: Mutual information for each contract maturity, 2000-2014
Figure 4: Average mutual information per maturity, 2000-2014
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