Sévi, Benoît; Le Pen, Yannick; Chevallier, Julien; … - Université Paris-Dauphine (Paris IX) - 2011
Overview: The oil-gas relationship is investigated using recent econometric methodology based on a factor analysis and a proper analysis of correlation in residuals. Our methodology allows bypassing the two main issues when dealing with the question of comovement. First, it is important to...