The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach
Year of publication: |
2009
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Authors: | Huang, Bwo-Nung ; Yang, C.W. ; Hwang, M.J. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 31.2009, 1, p. 91-99
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