Interpreting the crude oil price movements: Evidence from the Markov regime switching model
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Management, Monitoring, Policy and Law,Mechanical Engineering,General Energy,Building and Construction
Reference30 articles.
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4. Volatility regimes, asymmetric basis effects and forecasting performance: an empirical investigation of the WTI crude oil futures market;Chang;Energy Econom,2012
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