Breaks in term structures : evidence from the oil futures markets
Lajos Horváth, Zhenya Liu, Curtis Miller, Weiqing Tang
| Year of publication: |
2024
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|---|---|
| Authors: | Horváth, Lajos ; Liu, Zhenya ; Miller, Curtis ; Tang, Weiqing |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 2, p. 2317-2341
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| Subject: | oil | CUSUM | functional change point detection | futures market | multivariate forecasting regression | trading activity | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Volatilität | Volatility | Zinsstruktur | Yield curve | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Warenbörse | Commodity exchange | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533420