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Cointegration between oil spot and future prices of the same and different grades in the presence of structural change
The purpose of this study is to examine whether crude oil spot and futures prices of the same and different grades are cointegrated using a residual-based cointegration test that allows for one structural break in the cointegrating vector and high-frequency data. We choose the US WTI and the UK Bren...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2009
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7126285/ https://www.ncbi.nlm.nih.gov/pubmed/32287869 http://dx.doi.org/10.1016/j.enpol.2009.01.013 |