Dynamic adjustment of crude oil price spreads
Atanu Ghoshray and Tatiana Trifonova
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghoshray, Atanu ; Trifonova, Tatiana |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 35.2014, 1, p. 119-136
|
| Subject: | Crude Oil | Dynamic Adjustment | Momentum Threshold Autoregression | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World | Erdöl | Petroleum | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010246062