Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
| Year of publication: |
2003
|
|---|---|
| Authors: | Root, Thomas H. ; Lien, Donald |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 12.2003, 2, p. 117-133
|
| Publisher: |
Elsevier |