The bubble process of international crude oil futures prices: empirical evidence from the STAR model
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- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2015. "Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices," MPRA Paper 69962, University Library of Munich, Germany, revised 15 Jan 2016.
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Keywords
crude oil prices; price bubbles; STAR model; regime switching; risk management; oil futures.;All these keywords.
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