Are crude oil spot and futures prices cointegrated? : not always!
Yudong Wang; Chongfeng Wu
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 641-650
|
| Subject: | Crude oil price | Futures | Multi-frequency analysis | Cointegration | TVECM | Ölpreis | Oil price | Kointegration | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Welt | World | Spotmarkt | Spot market | Derivat | Derivative | Erdöl | Petroleum | Schätzung | Estimation | Warenbörse | Commodity exchange |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010194454