Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Year of publication: |
2003
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Authors: | Root, Thomas H. ; Lien, Donald |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 12.2003, 2, p. 117-134
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