The relationship between spot and futures oil prices : do structural breaks matter?
Pei-Fen Chen; Chien-Chiang Lee; Jhih-Hong Zeng
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Pei-fen ; Lee, Chien-Chiang ; Zeng, Jhih-hong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 206-217
|
| Subject: | Oil market | Futures prices | Structural breaks | Market efficiency | Volatility forecast | Ölmarkt | Strukturbruch | Structural break | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World | Spotmarkt | Spot market | Kointegration | Cointegration |
| 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/10010504823