Threshold Cointegration in BRENT crude futures market
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More about this item
Keywords
Threshold Cointegration; BRENT crude futures; Non-normality; ML Estimation.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2010-01-23 (Energy Economics)
- NEP-MIC-2010-01-23 (Microeconomics)
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