Basis variations and regime shifts in the oil futures market

Basis variations and regime shifts in the oil futures market

10.1080/1351847032000082808

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Bibliographic Details
Main Authors: Fong, W.M., See, K.H.
Other Authors: FINANCE & ACCOUNTING
Format: Conference or Workshop Item
Published: 2013
Subjects:
Conditional volatility
Crude oil futures
Forecasting
GARCH persistence
Regime switching
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44518
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44518

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