Time-varying spot and futures oil price dynamics
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
| Year of publication: |
2014
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Ciferri, Davide ; Girardi, Alessandro |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 61.2014, 1, p. 78-97
|
| Subject: | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Marktmechanismus | Market mechanism | Ölmarkt | Oil market | Kointegration | Cointegration | Hedging | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | 1990-2008 |
| 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/10010473350