The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality
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- Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September.
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