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Threshold cointegration analyis of crude oil benchmarks
Hammoudeh, Shawkat M.; Ewing, Bradley T.; Thompson, Mark A. - In: The energy journal 29 (2008) 4, pp. 79-96
Persistent link: https://www.econbiz.de/10003772370
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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
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Component structure for nonstationary time series : application to benchmark oil prices
Bhar, Ramaprasad; Hammoudeh, Shawkat; Thompson, Mark A. - In: International review of financial analysis 17 (2008) 5, pp. 971-983
Persistent link: https://www.econbiz.de/10003792334
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Re-examining the dynamic causal oil-macroeconomy relationship
Hammoudeh, Shawkat; Bhar, Ramaprasad; Thompson, Mark A. - In: International review of financial analysis 19 (2010) 4, pp. 298-305
Persistent link: https://www.econbiz.de/10009272660
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Modeling the response of gasoline-crude oil price crack spread macroeconomic shocks
Ewing, Bradley T.; Thompson, Mark A. - In: Atlantic economic journal : AEJ 46 (2018) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10012062633