Are the crude oil markets really becoming more efficient over time? Some new evidence (Energy Economics forthcoming)

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When last checked on July 16, 2019, this study was forthcoming in the journal Energy Economics.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Ladislav Kristoufek Are the crude oil markets really becoming more efficient over time? Some new evidence Energy Economics forthcoming - - G14, Q40 Crude oil, Efficient market hypothesis, Forecasting, Long-range dependence, Replication

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Bootstrap - Brent and WTI crude oil prices until 2017 - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Benjamin M. Tabak, Daniel O. Cajueiro Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility Energy Economics 2007 1 28-36 - Long-range dependence, Oil prices, Volatility 4 - (new methods & data) 1 - successful - 0 - no -

References

DOI: 10.1016/j.eneco.2018.03.019 IDEAS: p/fau/wpaper/wp2018_07.html EconPapers: RePEc:fau:wpaper:wp2018_07


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