Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices
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DOI: 10.5547/ISSN0195-6574-EJ-Vol27-No3-2
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References listed on IDEAS
- Root, Thomas H. & Lien, Donald, 2003. "Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 117-133.
- Param Silvapulle & Imad A. Moosa, 1999. "The relationship between spot and futures prices: Evidence from the crude oil market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(2), pages 175-193, April.
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Keywords
Oil futures; spot prices; asymmetry; US oil markets; threshold cointegration;All these keywords.
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