Nonlinear joint dynamics between prices of crude oil and refined products
Year of publication: |
2015
|
---|---|
Authors: | Zhang, Tao ; Ma, Guofeng ; Liu, Guangsheng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 419.2015, C, p. 444-456
|
Publisher: |
Elsevier |
Subject: | Cross-correlation | Nonlinearity | Cointegration | Threshold error correction model |
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