Serletis, Apostolos - 2007
Intro -- Contents -- Foreword -- Part 1: Crude Oil Markets -- 1 Unit Root Behavior in Energy Futures Prices -- 1.1 Introduction -- 1.2 Data -- 1.3 Empirical Evidence -- 1.3.1 Autocorrelation Based Tests -- 1.3.2 Univariate Tests for Unit Roots -- 1.4 Conclusions -- 2 Rational Expectations, Risk,...
