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Persistence in crude oil spot and futures prices · Study

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ArticlePersistence in crude oil spot and futures prices

Zeynel Abidin Özdemir2013

Article2013

Persistence in crude oil spot and futures prices

Zeynel Abidin Özdemir · Korhan K. Gökmenoğlu · Cagdas Ekinci

53 citations·0/0 files stored·Energy

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Market Dynamics and Volatility Financial Markets and Investment Strategies Economics of Agriculture and Food Markets

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1983Oil and the Macroeconomy since World War II 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1950The economic development of Latin America and its principal problems

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2021Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models

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Year2013

Typearticle

Published2013-08-16

VenueEnergy

ISSN-L0360-5442

Languageen

Citations53

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.energy.2013.06.008

openalex_workW2051290614

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