Re-examining the movements of crude oil spot and futures prices over time (Energy Economics forthcoming)

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When last checked on June 1, 2019, this study was forthcoming in the journal Energy Economics.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
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

Article information

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

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
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 - - - - -

References

DOI: 10.1016/j.eneco.2017.08.034 IDEAS: - EconPapers: -


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