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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"The energy journal"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar
;
Bordon, Ingo D.
;
Hendricks, Torben
- In:
Applied financial economics
20
(
2010
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
Saved in:
2
Examining asymmetric behavior in US petroleum futures and spot prices
Ewing, Bradley T.
;
Hammoudeh, Shawkat M.
;
Thompson, Mark A.
- In:
The energy journal
27
(
2006
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10003347270
Saved in:
3
Asymmetric adjustments in oil and metals markets
Hammoudeh, Shawkat
;
Chen, Li-Hsueh
;
Fattouh, Bassam
- In:
The energy journal
31
(
2010
)
4
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008736249
Saved in:
4
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
Saved in:
5
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
6
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
7
Price convergence in natural gas markets : city-gate and residental prices
Arano, Kathleen
;
Velikova, Marieta
- In:
The energy journal
30
(
2009
)
3
,
pp. 129-154
Persistent link: https://www.econbiz.de/10003866028
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