The relationship between spot and futures oil prices: Do structural breaks matter?
Year of publication: |
2014
|
---|---|
Authors: | Chen, Pei-Fen ; Lee, Chien-Chiang ; Zeng, Jhih-Hong |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 43.2014, C, p. 206-217
|
Publisher: |
Elsevier |
Subject: | Oil market | Futures prices | Structural breaks | Market efficiency | Volatility forecast |
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