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Are crude oil spot and futures prices cointegrated? Not always!

Are crude oil spot and futures prices cointegrated? Not always!

Wang, Yudong; Wu, Chongfeng
  • 期刊名称Economic Modelling
  • 作者Wang, Yudong; Wu, Chongfeng
  • 卷第33卷
  • 印刷ISSN0264-9993
  • 文件大小351.93KB
  • 发表时间2013-07
  • DOI10.1016/j.econmod.2013.05.013
  • 页码641-650
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