A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
David E. Allen, Chialin Chang, Michael McAleer and Abhay K Singh
| Year of publication: |
February 2018
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|---|---|
| Authors: | Allen, David E. ; Chang, Chia-Lin ; McAleer, Michael ; Singh, Abhay Kumar |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 7, p. 804-823
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| Subject: | Bio | fuels time series cointegration | partial cointegration Markov-switching | VECM impulse responses | Volatility | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Volatilität | VAR-Modell | VAR model | Energiekonsum | Energy consumption | Markov-Kette | Markov chain | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1340581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847174