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A Cointegration Analysis of Petroleum Futures Prices

In: Quantitative And Empirical Analysis Of Energy Markets

Author

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  • Apostolos Serletis

    (University of Calgary, Canada)

Abstract

The following sections are included:IntroductionThe Data and Stochastic TrendsEconometric Methodology and Empirical ResultsConclusion

Suggested Citation

  • Apostolos Serletis, 2007. "A Cointegration Analysis of Petroleum Futures Prices," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 5, pages 46-54, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812770462_0005
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