Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Year of publication: |
August 2016
|
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Authors: | Monge, Manuel ; Gil-Alaña, Luis A. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 10/12, p. 701-704
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Subject: | Mergers and acquisitions | fractional integration | fractional cointegration | oil prices | unit roots | Übernahme | Takeover | Kointegration | Cointegration | Erdölindustrie | Oil industry | Fusion | Merger | USA | United States | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory | Welt | World | Großbritannien | United Kingdom | Ölmarkt | Oil market |
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