Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278)
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scientific article; zbMATH DE number 6940498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear joint dynamics between prices of crude oil and refined products |
scientific article; zbMATH DE number 6940498 |
Statements
Nonlinear joint dynamics between prices of crude oil and refined products (English)
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20 September 2018
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cross-correlation
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nonlinearity
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cointegration
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threshold error correction model
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