Is the refining margin stationary?
Javier Población, Gregorio Serna
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Población, Javier ; Serna, Gregorio |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 44.2016, p. 169-186
|
| Subject: | Stochastic calculus | Commodity prices | Refining margin | Crack spread | Kalman filter | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zustandsraummodell | State space model | Rohstoffpreis | Commodity price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626045