The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Michal Rubaszek, Zuzanna Karolak, Marek Kwas and Gazi Salah Uddin
| Year of publication: |
2020
|
|---|---|
| Authors: | Rubaszek, Michal ; Karolak, Zuzanna ; Kwas, Marek ; Uddin, Mohammed Gazi Salah |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 5, p. 1-20
|
| Subject: | energy commodity prices | forecasting | futures markets | threshold models | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Warenbörse | Commodity exchange | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Energiepreis | Energy price | Derivat | Derivative | Kointegration | Cointegration | Rohstoffmarkt | Commodity market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0068 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406037