Re-examining the movements of crude oil spot and futures prices over time

"We carry out a (partial) replication exercise of Chang and Lee (2015) unit root and cointegration analyses of crude oil spot and futures prices. In doing so, we offer an updated and expanded analysis based on a much wider set of oil futures series than that considered by Chang and Lee, and we...

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Detalles Bibliográficos
Autores Principales: Holmes M.J., Otero, Jesus
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Elsevier B.V. 2019
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23935
https://doi.org/10.1016/j.eneco.2017.08.034