Title

Crude Oil Price and Speculative Activity: A Cointegration Analysis

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2018

Issue

No 3

Authors

Socha, Robert ; Wdowiński, Piotr

Keywords

crude oil price ; speculation ; futures ; cointegration ; vector error correction model

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

263-304

Publisher

Oddział PAN w Łodzi

Date

30.09.2018

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2018.125282 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2018; No 3; 263-304