Testing for threshold cointegration and error correction: Evidence in the petroleum futures market

Applied Economics

Volumn 42, Issue 22, 2010, Pages 2897-2907

  Lin, Jeng Bau ^a   Liang, Chin Chia ^a  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; COMMODITY MARKET; EMPIRICAL ANALYSIS; ERROR CORRECTION; PETROLEUM; PRICE DYNAMICS; THRESHOLD;

EID: 77955126222     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840801964716     Document Type: Article

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