Do oil spot and futures prices move together?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fernandez, Viviana, 2017. "A historical perspective of the informational content of commodity futures," Resources Policy, Elsevier, vol. 51(C), pages 135-150.
- Nigatu, Getachew & Adjemian, Michael K., 2016.
"The U.S. Role in the Price Determination of Major Agricultural Commodities,"
2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois
250119, Agricultural and Applied Economics Association.
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More about this item
KeywordsOil price; spot and futures prices; Wavelet coherence; Phase-difference; Time–frequency domain;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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