The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?
Download full text from publisher
References listed on IDEAS
- Lundberg, Erik, 1972. "Productivity and Structural Change-A Policy Issue in Sweden," Economic Journal, Royal Economic Society, vol. 82(325), pages 465-485, Supplemen.
More about this item
Keywordsconditional quantiles; oil prices;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-24 (All new papers)
- NEP-ENE-2009-01-24 (Energy Economics)
- NEP-FMK-2009-01-24 (Financial Markets)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhs:sunrpe:2009_0001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sten Nyberg). General contact details of provider: http://edirc.repec.org/data/neisuse.html .
We have no references for this item. You can help adding them by using this form .