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Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
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A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel; Golpe, Antonio A.; Iglesias, … - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
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Shanghai crude oil futures : returns independence, volatility asymmetry, and hedging potential
Naqvi, Bushra; Mirza, Nawazish; Umar, Muhammad; Rizvi, … - In: Energy economics 128 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10015072668