This dissertation was written as part of the MSc in Banking & Finance at the
International Hellenic University.
My academic paper will be a theoretical and empirical investigation to examine price
discovery phenomenal between WTI and Brent sweet crude oil indices, which are the
most representative benchmarks in the crude oil market. At our analysis we used daily
data, extracted by reliable futures contracts databases and our main Hypothesis is
which of West Texas Intermediate (WTI) and Brent oil prices plays the dominant role in
oil market, based price discovery analysis, over a sample from January 2012 to October
2019. At the second part of our study we will try to discover what are the most
significant factors (global or macroeconomic) that affect the spread between the two
selected oil indices. That second empirical part based wholly on EViews econometric
analysis.
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