Dynamic structure of the spot price of crude oil : does time aggregation matter?
Hajar Aghababa, William A. Barnett
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Aghababa, Hajar ; Barnett, William A. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 59.2016, p. 227-237
|
| Subject: | Nonlinearity | Energy market | Time series analysis | Crude oil prices | Zeitreihenanalyse | Ölpreis | Oil price | Energiemarkt | Ölmarkt | Oil market | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.07.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699576