Samih Antoine Azar, Angelic Salha

The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils

The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils

International Journal of Energy Economics and Policy

2017-Cilt: 7 Sayı: 1

44-54

Brent and WTI crude oil spot prices, cointegration, error-correction models, GARCH methods, bias in the association, three data frequencies, oil market integration

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