The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach

Energy Economics - Tập 31 Số 1 - Trang 91-98 - 2009
Bwo‐Nung Huang1,2, Chengtao Yang1,3, M. J. Hwang1,4
1Department of Economics & Center for IADF, National Chung Cheng University, Chiayi 621, Taiwan
2Department of Economics, West Virginia University, Morgantown, WV 26505-6025, United States
3Department of Economics, Clarion University of Pennsylvania, Clarion, PA 16214-1232, United States
4Department of Economics, College of Business and Economics, West Virginia University, P.O. Box 6025, Morgantown, WV 26505-6025, United States

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