Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques
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DOI: 10.1016/j.resourpol.2023.103430
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More about this item
Keywords
Long-range persistence; Petroleum price efficiency; Petroleum markets;All these keywords.
JEL classification:
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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