Co-integration of ICE Gas oil and Crude oil futures

Energy Economics

Volumn 33, Issue 2, 2011, Pages 311-320

  Westgaard, Sjur ^a   Estenstad, Maria ^a   Seim, Maria ^b   Frydenberg, Stein ^a,b  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b TRONDHEIM BUSINESS SCHOOL   (Norway)

Author keywords

Co integration; Error Correction Model; ICE Gas oil and Crude oil Futures; Refinery Margin; Risk Management; Trading models

Indexed keywords

COINTEGRATION; CRACK SPREAD; CRUDE OIL FUTURES; ECONOMIC BOOM; EQUILIBRIUM VALUE; ERROR CORRECTION MODEL; ERROR CORRECTION MODELS; FINANCIAL CRISIS; HURRICANE KATRINA; LINEAR RELATIONSHIPS; MARKET ENVIRONMENT; REFINERY MARGIN; STATIONARITY; TRADING MODELS; VOLATILE MARKETS;

COMMERCE; COSTS; CRUDE OIL; GAS OILS; GASES; ICE; REFINING; RISK ANALYSIS; RISK MANAGEMENT;

CONTRACTS;

COINTEGRATION ANALYSIS; CRUDE OIL; ENERGY MARKET; ERROR CORRECTION; ESTIMATION METHOD;

EUROPE;

EID: 79151484464     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.11.010     Document Type: Article

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