OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH
Year of publication: |
2005-04-15
|
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Authors: | Panagiotidis, Theodore ; Rutledge, Emilie |
Institutions: | EconWPA |
Subject: | oil | gas | cointegration | nonparametric cointegration | recursive trace test | error correction | impulse response |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 31 31 pages |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; Q43 - Energy and the Macroeconomy |
Source: |
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