A Cointegration Analysis of Petroleum Futures Prices

Apostolos Serletis

Chapter 5 in Quantitative and Empirical Analysis of Energy Markets, 2007, pp 46-54 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe Data and Stochastic TrendsEconometric Methodology and Empirical ResultsConclusion

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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Journal Article: A cointegration analysis of petroleum futures prices (1994)
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