Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Haiqi Li, Myeong Jun Kim, Sung Y. Park
| Year of publication: |
March 2016
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|---|---|
| Authors: | Li, Haiqi ; Kim, Myeong Jun ; Park, Sung Y. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 44.2016, p. 217-225
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| Subject: | Crude oil price | Net futures position | Generalized normal distribution | Nonlinear model | Bimodal distribution | Ölpreis | Oil price | Statistische Verteilung | Statistical distribution | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.01.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624000