REVISITING THE RELATIONSHIP BETWEEN SPOT AND FUTURES OIL PRICES: EVIDENCE FROM QUANTILE COINTEGRATING REGRESSION

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LEE CHIEN CHIANG; ZENG JHIH HONG

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Journal Paper

Paper Information

Journal: ENERGY ECONOMICS Year:2011 | Volume:33 | Issue:5 Page(s): 924-935

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Information Journal Paper

Title

REVISITING THE RELATIONSHIP BETWEEN SPOT AND FUTURES OIL PRICES: EVIDENCE FROM QUANTILE COINTEGRATING REGRESSION

Author(s)

LEE CHIEN CHIANG | ZENG JHIH HONG | Issue Writer Certificate

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Abstract

Cites

EXAMINATION OF CRUDE OIL PRICES RELATIONSHIPS IN SPOT AND FUTURES MARKETS BASED ON THE BASIS RISK AND CRUDE OIL INVENTORY: USING GARCH MODEL

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APA: Copy

LEE, CHIEN CHIANG, & ZENG, JHIH HONG. (2011). REVISITING THE RELATIONSHIP BETWEEN SPOT AND FUTURES OIL PRICES: EVIDENCE FROM QUANTILE COINTEGRATING REGRESSION. ENERGY ECONOMICS, 33(5), 924-935. SID. https://sid.ir/paper/595791/en

Vancouver: Copy

LEE CHIEN CHIANG, ZENG JHIH HONG. REVISITING THE RELATIONSHIP BETWEEN SPOT AND FUTURES OIL PRICES: EVIDENCE FROM QUANTILE COINTEGRATING REGRESSION. ENERGY ECONOMICS[Internet]. 2011;33(5):924-935. Available from: https://sid.ir/paper/595791/en

IEEE: Copy

CHIEN CHIANG LEE, and JHIH HONG ZENG, “REVISITING THE RELATIONSHIP BETWEEN SPOT AND FUTURES OIL PRICES: EVIDENCE FROM QUANTILE COINTEGRATING REGRESSION,” ENERGY ECONOMICS, vol. 33, no. 5, pp. 924–935, 2011, [Online]. Available: https://sid.ir/paper/595791/en

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