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

id	sg-nus-scholar.10635-44518
record_format	dspace
spelling	sg-nus-scholar.10635-445182015-01-14T04:24:21Z Basis variations and regime shifts in the oil futures market Fong, W.M. See, K.H. FINANCE & ACCOUNTING Conditional volatility Crude oil futures Forecasting GARCH persistence Regime switching 10.1080/1351847032000082808 European Journal of Finance 9 5 499-513 2013-10-09T08:22:45Z 2013-10-09T08:22:45Z 2003 Conference Paper Fong, W.M.,See, K.H. (2003). Basis variations and regime shifts in the oil futures market. European Journal of Finance 9 (5) : 499-513. ScholarBank@NUS Repository. <a href="https://doi.org/10.1080/1351847032000082808" target="_blank">https://doi.org/10.1080/1351847032000082808</a> 1351847X http://scholarbank.nus.edu.sg/handle/10635/44518 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Conditional volatility Crude oil futures Forecasting GARCH persistence Regime switching
spellingShingle	Conditional volatility Crude oil futures Forecasting GARCH persistence Regime switching Fong, W.M. See, K.H. Basis variations and regime shifts in the oil futures market
description	10.1080/1351847032000082808
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Fong, W.M. See, K.H.
format	Conference or Workshop Item
author	Fong, W.M. See, K.H.
author_sort	Fong, W.M.
title	Basis variations and regime shifts in the oil futures market
title_short	Basis variations and regime shifts in the oil futures market
title_full	Basis variations and regime shifts in the oil futures market
title_fullStr	Basis variations and regime shifts in the oil futures market
title_full_unstemmed	Basis variations and regime shifts in the oil futures market
title_sort	basis variations and regime shifts in the oil futures market
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44518
_version_	1681082928203825152

Basis variations and regime shifts in the oil futures market

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