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Unit root properties of crude oil spot and futures prices

Maslyuk, Svetlana; Smyth, Russell - 2007

Persistent link: https://www.econbiz.de/10003644034

Non-linear unit root properties of crude oil production

Maslyuk, Svetlana; Smyth, Russell - 2007

Persistent link: https://www.econbiz.de/10003599238

Non-linear unit root properties of crude oil production

Maslyuk, Svetlana; Smyth, Russell - In: Energy economics 31 (2009) 1, pp. 109-118

Persistent link: https://www.econbiz.de/10003803771

Cointegration between oil spot and future prices of the same and different grades in the presence of structural change

Maslyuk, Svetlana; Smyth, Russell - In: Energy policy 37 (2009) 5, pp. 1687-1693

Persistent link: https://www.econbiz.de/10003846008

Unit root properties of crude oil spot and futures prices

Maslyuk, Svetlana; Smyth, Russell - In: Energy Policy 36 (2008) 7, pp. 2591-2600

In this article, we examine whether WTI and Brent crude oil spot and futures prices (at 1, 3 and 6 months to maturity) contain a unit root with one and two structural breaks, employing weekly data over the period 1991-2004. To realise this objective we employ Lagrange multiplier (LM) unit root...

Persistent link: https://www.econbiz.de/10005255564

Non-linear unit root properties of crude oil production

Maslyuk, Svetlana; Smyth, Russell - In: Energy economics 31 (2009) 1, pp. 109-118

Persistent link: https://www.econbiz.de/10008162161

Cointegration between oil spot and future prices of the same and different grades in the presence of structural change

Maslyuk, Svetlana; Smyth, Russell - In: Energy policy 37 (2009) 5, pp. 1687-1693

Persistent link: https://www.econbiz.de/10008235154

Unit root properties of crude oil spot and futures prices

Maslyuk, Svetlana; Smyth, Russell - In: Energy policy 36 (2008) 7, pp. 2591-2600

Persistent link: https://www.econbiz.de/10008065098

Non-linear unit root properties of crude oil production

Maslyuk, Svetlana; Smyth, Russell - In: Energy economics 31 (2009) 1, pp. 109-119

Persistent link: https://www.econbiz.de/10008890078

Cointegration between oil spot and future prices of the same and different grades in the presence of structural change

Maslyuk, Svetlana; Smyth, Russell - In: Energy policy 37 (2009) 5, pp. 1687-1694

Persistent link: https://www.econbiz.de/10008892491