Cointegration between oil spot and future prices of the same and different grades in the presence of structural change

Energy Policy

Volumn 37, Issue 5, 2009, Pages 1687-1693

  Maslyuk, Svetlana ^a   Smyth, Russell ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Cointegration; Futures price; Spot prices

Indexed keywords

CRUDE PETROLEUM; OIL WELL PRODUCTION; OIL WELL TESTING;

COINTEGRATION; COINTEGRATION TESTS; CRUDE OIL; FUTURES MARKETS; FUTURES PRICE; HIGH-FREQUENCY DATUM; SPOT PRICES; STRUCTURAL BREAKS; STRUCTURAL CHANGES; WORLD OIL MARKETS;

COSTS;

COINTEGRATION ANALYSIS; CRUDE OIL; ENERGY MARKET; ENERGY POLICY; PRICE DYNAMICS; STRUCTURAL CHANGE;

EURASIA; EUROPE; UNITED KINGDOM; WESTERN EUROPE;

EID: 62849112291     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2009.01.013     Document Type: Article

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