Are the crude oil markets really becoming more efficient over time? : some new evidence
Year of publication: |
[2018]
|
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Authors: | Kristoufek, Ladislav |
Publisher: |
Prague : Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague |
Subject: | crude oil | efficient market hypothesis | forecasting | long-range dependence | replication | Effizienzmarkthypothese | Efficient market hypothesis | Ölmarkt | Oil market | Volatilität | Volatility | Welt | World | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 27 Seiten) Illustrationen |
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Series: | IES working paper. - Praha : [Verlag nicht ermittelbar], ZDB-ID 2408568-6. - Vol. 2018, 07 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/203186 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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