Oil futures prices and stock management A cointegration analysis
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Bibliographic InfoArticle provided by Elsevier in its journal Energy Economics.
Volume (Year): 17 (1995)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/eneco
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Moosa, Imad A., 1993. "Can OPEC cause inflation and recession?," Energy Policy, Elsevier, vol. 21(11), pages 1145-1154, November.
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- Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289.
- Dees, Stephane & Karadeloglou, Pavlos & Kaufmann, Robert K. & Sanchez, Marcelo, 2007. "Modelling the world oil market: Assessment of a quarterly econometric model," Energy Policy, Elsevier, vol. 35(1), pages 178-191, January.
- Frankel, Jeffrey A. & Rose, Andrew K., 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
4450126, Harvard Kennedy School of Government.
- Jeffrey A Frankel & Andrew K Rose, 2010. "Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
- Frankel, Jeffrey & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Working Paper Series rwp10-038, Harvard University, John F. Kennedy School of Government.
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