Maturity effects in energy futures
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference11 articles.
1. Some determinants of the volatility of futures prices;Anderson;Journal of Futures Markets,1985
2. Distribution of the estimators for autoregressive time series with a unit root;Dickey;Journal of the American Statistical Association,1979
3. Cointegration and error correction: representation, estimation and testing;Engle;Econometrica,1987
4. Business cycles and the behavior of metals prices;Fama;Journal of Finance,1988
5. Introduction to Statistical Time Series;Fuller,1976
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