A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
José Manuel Bravo Caro, Antonio A. Golpe, Jesús Iglesias, José Carlos Vides
| Year of publication: |
2020
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|---|---|
| Authors: | Bravo Caro, José Manuel ; Golpe, Antonio A. ; Iglesias, Jesús ; Vides, José Carlos |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 85.2020, p. 1-11
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| Subject: | Brent | Crude oil | Fractional cointegration | Persistence | PT decomposition | WTI | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schock | Shock | Welt | World | Schätzung | Estimation | Ölpreis | Oil price | Erdöl | Petroleum | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Messung | Measurement | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012506088