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Testing the efficiency of the futures market for crude oil using weighted least squares
Stevens, Jason - In: Applied economics letters 20 (2013) 16/18, pp. 1611-1613
Persistent link: https://www.econbiz.de/10010222973
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Do transaction costs prevent arbitrage in the market for crude oil? : evidence from a threshold autoregression
Stevens, Jason - In: Applied economics letters 22 (2015) 1/3, pp. 169-172
Persistent link: https://www.econbiz.de/10010482015
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854