The relationship between crude oil spot and futures prices : cointegration, linear and nonlinear causality Stelios D. Bekiros; Cees G. H. Diks
Year of publication: |
2008
|
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Authors: | Bekiros, Stelios D. ; Diks, Cees G. H. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 30.2008, 5, p. 2673-2685
|
Subject: | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Spotmarkt | Spot market | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Welt | World | 1991-2007 |
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