Testing the oil price efficiency using various measures of long-range dependence
Aviral Kumar Tiwari, Satish Kumar, Rajesh Pathak, David Roubaud
| Year of publication: |
2019
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Kumar, Satish ; Pathak, Rajesh ; Roubaud, David |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-10
|
| Subject: | Brent | Long-range dependence | Oil price efficiency | WTI | Ölpreis | Oil price | Ölmarkt | Oil market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104547 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183291