A Markov regime-switching model of crude oil market integration
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Kuck, K.; Schweikert, K.
- Year of publication
- 2017
- Published in
- Journal of Commodity Markets
- Band/Volume
- 6/
- DOI
- 10.1016/j.jcomm.2017.03.001
- Page (from - to)
- 16 - 31