Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015
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KeywordsEnergy Market; Crude Oil; Petroleum products; Markov-Switching Dynamic Regression; Regimes;
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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