Studies published by Mark J. Holmes.
Studies lacking replication:
- Mark J. Holmes, Jesús Otero. Re-examining the movements of crude oil spot and futures prices over time (Energy Economics forthcoming).
JEL codes: C32, C51, Q43, G14. Methods: - Software: -
Data availability unknown;
Readme availability unknown;
Code availability unknown
- Replicated study: Chun-Ping Chang, Chien-Chiang Lee. Energy Economics 2015.
JEL codes: C32, C51, Q43, G14. Keywords: Oil price, Spot and futures prices, Wavelet coherence, Phase-difference, Time–frequency domain
Data: -. Type: -. Result: -. Call into question: -. Replication authors statement: -.