2008•Energy EconomicsRequires access

The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

Stelios Bekiros, Cees Diks

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Key concepts: Econometrics, Cointegration, Futures contract, Autoregressive conditional heteroskedasticity, Economics, Heteroscedasticity, Granger causality, Nonlinear system

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