Testing for adjustment costs and regime shifts in BRENT crude futures market
Year of publication: |
2011
|
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Authors: | Mamatzakis, Emmanuel C. ; Remoundos, P. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 3, p. 1000-1008
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Subject: | Ölmarkt | Oil market | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Volatilität | Volatility | Kointegration | Cointegration | Welt | World | 1990-2009 |
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