Regime-dependent adjustment in energy spot and futures markets
Year of publication: |
2014
|
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Authors: | Beckmann, Joscha ; Belke, Ansgar ; Czudaj, Robert |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 400-409
|
Subject: | Energy | Cointegration | Commodities | Spot and futures markets | Smooth transition regression | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Kointegration | Volatilität | Volatility | Energiemarkt | Energy market | Spotmarkt | Spot market | Schätzung | Estimation | Hedging |
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