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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong, (2013)
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard, (2023)
A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J., (2015)
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio, (2000)
Volatility spillovers and the role of leading financial centres
Cifarelli, Giulio, (2001)
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio, (2005)