Nonlinear dynamics in crude oil benchmarks: an AMH perspective
Author:
Affiliation:
1. Institute for Financial Management and Research (IFMR), Chennai, India
2. Amrut Mody School of Management, Ahmedabad University, Ahmedabad, India
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2019.1602700
Reference7 articles.
1. Evidence of Nonlinearity in Daily Stock Returns
2. Evolving efficiency of spot and futures energy markets: A rolling sample approach
3. The Adaptive Markets Hypothesis
4. Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
5. Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective
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3. Nonlinearity in Global Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation;Journal of Emerging Market Finance;2021-09-08
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