The bias in the long run relation between the prices of BRENT and West Texas intermediate crude oils
Year of publication: |
2017
|
---|---|
Authors: | Azar, Samih Antoine ; Salha, Angelic |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 7.2017, 1, p. 44-54
|
Subject: | BRENT and West Texas Intermediate Crude Oil Spot Prices | Cointegration | Error-correction Models | Generalized Auto-regressive Conditional Heteroscedasticity Methods | Bias in the Association | Three Data Frequencies | Oil Market Integration | Ölpreis | Oil price | Kointegration | Ölmarkt | Oil market | Systematischer Fehler | Bias | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum |
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