Re-examining the movements of crude oil spot and futures prices over time
Year of publication: |
2019
|
---|---|
Authors: | Holmes, Mark J. ; Otero, Jesús G. |
Other Persons: | Chang, Chun Ping (contributor) ; Lee, Chien-chiang (contributor) |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 82.2019, p. 224-236
|
Subject: | Causality | Cointegration | Crude oil | Futures prices | price | Speed of adjustment | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Kointegration | Kausalanalyse | Causality analysis | Welt | World | Ölmarkt | Oil market | Erdöl | Petroleum | Warenbörse | Commodity exchange | Spotmarkt | Spot market | Börsenkurs | Share price | Schätzung | Estimation |
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