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Learning and price volatility in duopoly models of resource depletion
Ellison, Martin, (2013)
Ellison, Martin, (2009)
A simple in-sample test of futures market efficiency based on rolling regressions
Stevens, Jason, (2012)
Testing the efficiency of the futures market for crude oil using weighted least squares
Stevens, Jason, (2013)
Identification problems in Granger causality tests based on the net oil price increase
Stevens, Jason, (2014)