Do oil spot and futures prices move together? (Energy Economics 2015)

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Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Chun-Ping Chang, Chien-Chiang Lee Do oil spot and futures prices move together? Energy Economics 2015 50 379-90 C32, C51, Q43, G14 Oil price, Spot and futures prices, Wavelet coherence, Phase-difference, Time–frequency domain

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
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Replication of this study

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
Mark J. Holmes, Jesús Otero Re-examining the movements of crude oil spot and futures prices over time Energy Economics forthcoming - - C32, C51, Q43, G14 Crude oil, Spot price, Futures prices, Cointegration, Causality, Speed of adjustment - - - - -

References

DOI: 10.1016/j.eneco.2015.02.014 IDEAS: a/eee/eneeco/v50y2015icp379-390.html EconPapers: RePEc:eee:eneeco:v:50:y:2015:i:c:p:379-390