Are crude oil spot and futures prices cointegrated? Not always!
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chang, Chun-Ping & Lee, Chien-Chiang, 2015. "Do oil spot and futures prices move together?," Energy Economics, Elsevier, vol. 50(C), pages 379-390.
- Liu, Li & Chen, Ching-Cheng & Wan, Jieqiu, 2013. "Is world oil market “one great pool”?: An example from China's and international oil markets," Economic Modelling, Elsevier, vol. 35(C), pages 364-373.
- repec:eee:ecmode:v:67:y:2017:i:c:p:114-124 is not listed on IDEAS
- Josué M. Polanco-Martínez & Luis M. Abadie, 2016. "Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach," Energies, MDPI, Open Access Journal, vol. 9(12), pages 1-19, December.
- repec:eco:journ2:2017-06-8 is not listed on IDEAS
More about this item
KeywordsCrude oil price; Futures; Multi-frequency analysis; Cointegration; TVECM;
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