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Risk management in the oil industry: can information on long-run equilibrium prices be utilized?

  • Gjolberg, Ole
  • Johnsen, Thore
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    File URL: http://www.sciencedirect.com/science/article/B6V7G-3XMPNK0-2/2/06bb59762de7909069e56e54745495a7
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    Article provided by Elsevier in its journal Energy Economics.

    Volume (Year): 21 (1999)
    Issue (Month): 6 (December)
    Pages: 517-527

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    Handle: RePEc:eee:eneeco:v:21:y:1999:i:6:p:517-527
    Contact details of provider: Web page: http://www.elsevier.com/locate/eneco

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    1. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).
    2. Ng, Victor K. & Pirrong, Stephen Craig, 1996. "Price dynamics in refined petroleum spot and futures markets," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 359-388, February.
    3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
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