Brent crude oil spot and futures prices : structural break insights
| Year of publication: |
2019
|
|---|---|
| Authors: | Zavadska, Miroslava ; Morales, Lucía ; Coughlan, Joseph |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 12.2019, 4, p. 31-52
|
| Subject: | crude oil | spot and futures prices | cointegration | causality | structural break | crisis | Rohstoffderivat | Commodity derivative | Strukturbruch | Structural break | Ölmarkt | Oil market | Kointegration | Cointegration | Ölpreis | Oil price | Spotmarkt | Spot market | Erdöl | Petroleum | Welt | World | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis |
-
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J., (2019)
-
The crude oil spot and futures prices dynamics : cointegration, linear and nonlinear causality
Wong, Wing Keung, (2025)
-
Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test
Alzahrani, Mohammed, (2014)
- More ...
-
The lead-lag relationship between oil futures and spot prices: A literature review
Zavadska, Miroslava, (2018)
-
The importance of integrating quantitative research methods to understand commodity business finance
Zavadska, Miroslava, (2018)
-
Brent crude oil prices volatility during major crises
Zavadska, Miroslava, (2020)
- More ...