The dynamics of a nonlinear relationship between crude oil spot and futures prices : a multivariate threshold regression approach
Bwo-Nung Huang; C. W. Yang; M. J. Hwang
| Year of publication: |
2009
|
|---|---|
| Authors: | Huang, Bwo-nung ; Yang, Chin-wei ; Hwang, Ming-jeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 1, p. 91-98
|
| Subject: | Ölpreis | Oil price | Spotmarkt | Spot market | Derivat | Derivative | Regressionsanalyse | Regression analysis |
| 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://www.econbiz.de/10003803763