A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices
Year of publication: |
2013-10-13
|
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Authors: | Ghassan, Hassan B. ; Banerjee, Prashanta K. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Asymmetric Adjustment | Cointegration | CGARCH | Conditional Variance | OPEC Prices |
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