Browsing by Subject "Futures and Spot Prices"
Now showing items 1-2 of 2
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A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices
(Scientific Research Publishing, 2018)The co-evolution and co-movement of financial time series are of utmost importance in contemporary finance, especially when considering the joint behaviour of asset price realizations. The ability to model interdependencies ... -
Financial Time Series Modelling of Trends and Patterns in the Energy Markets
(Scientific Research Publishing Inc, 2016)Precise recognition of a time series path is important to policy makers, statisticians, economists, traders, hedgers and speculators alike. The correct time series path is also a key ingredient in pricing models. This ...
