On the link between forward energy prices : a nonlinear panel cointegration approach
Marc Joëts; Valérie Mignon
| Year of publication: |
2012
|
|---|---|
| Authors: | Joëts, Marc ; Mignon, Valérie |
| Other Persons: | Zhang, Xing-ping (contributor) |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 4, p. 1170-1175
|
| Subject: | Forward energy prices | Speculation | Panel cointegration | Nonlinear model | PSTR | Kointegration | Cointegration | Energiepreis | Energy price | Panel | Panel study | Nichtlineare Regression | Nonlinear regression | Energiemarkt | Energy market | OECD-Staaten | OECD countries | Ölpreis | Oil price | Spekulation | Einheitswurzeltest | Unit root test |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10009687353