Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Massimiliano Caporin, Fulvio Fontini, Elham Talebbeydokhti
| Year of publication: |
2019
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|---|---|
| Authors: | Caporin, Massimiliano ; Fontini, Fulvio ; Talebbeydokhti, Elham |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 79.2019, p. 21-31
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| Subject: | Brent | Cointegration | Generalized Impulse Response Function | Shale oil | Vector Error Correction Model | WTI | Kointegration | Ölpreis | Oil price | Schock | Shock | VAR-Modell | VAR model | Ölmarkt | Oil market | Zeitreihenanalyse | Time series analysis | Erdölgewinnung | Petroleum extraction | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.08.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172252