Unit Root Behavior in Energy Futures Prices

Apostolos Serletis

Chapter 1 in Quantitative and Empirical Analysis of Energy Markets, 2007, pp 7-14 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionDataEmpirical EvidenceAutocorrelation Based TestsUnivariate Tests for Unit RootsConclusions

Keywords: Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets (search for similar items in EconPapers)
Date: 2007
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Related works:
Journal Article: Unit Root Behavior in Energy Futures Prices (1992)
Journal Article: Unit Root Behavior in Energy Futures Prices* (1992)
Working Paper: Unit root behavior in energy futures prices (1992)
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