Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949133727> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2949133727 endingPage "71" @default.
- W2949133727 startingPage "61" @default.
- W2949133727 abstract "This study examines the West Texas Intermediate crude oil (WTI), Europe Brent crude oil (Brent), heating oil no. 2, and Henry Hub natural gas futures markets’ efficiency following Fama’s (1970) weak-form efficiency hypothesis, using spot and futures prices at 1, 2, 3, and 4 months maturity based on the tests with unknown multiple regime shifts. The results show that it is important to consider the multiple regime shifts when determining whether energy futures markets are efficient. We find that WTI and Brent futures markets are not efficient, whereas natural gas and heating oil futures markets are efficient. Additionally, the findings also shed light on discussions about the stationary properties of energy commodities and whether spot and futures prices are cointegrated. In particular, this study presents new evidence based on the unit root and cointegration tests with multiple structural breaks." @default.
- W2949133727 created "2019-06-27" @default.
- W2949133727 creator A5053506871 @default.
- W2949133727 date "2017-01-01" @default.
- W2949133727 modified "2023-09-23" @default.
- W2949133727 title "Examining Energy Futures Market Efficiency Under Multiple Regime Shifts" @default.
- W2949133727 hasPublicationYear "2017" @default.
- W2949133727 type Work @default.
- W2949133727 sameAs 2949133727 @default.
- W2949133727 citedByCount "0" @default.
- W2949133727 crossrefType "posted-content" @default.
- W2949133727 hasAuthorship W2949133727A5053506871 @default.
- W2949133727 hasConcept C101433766 @default.
- W2949133727 hasConcept C106159729 @default.
- W2949133727 hasConcept C106306483 @default.
- W2949133727 hasConcept C121332964 @default.
- W2949133727 hasConcept C127313418 @default.
- W2949133727 hasConcept C138496976 @default.
- W2949133727 hasConcept C144341231 @default.
- W2949133727 hasConcept C145162277 @default.
- W2949133727 hasConcept C149782125 @default.
- W2949133727 hasConcept C15744967 @default.
- W2949133727 hasConcept C162324750 @default.
- W2949133727 hasConcept C175223733 @default.
- W2949133727 hasConcept C186008389 @default.
- W2949133727 hasConcept C193326847 @default.
- W2949133727 hasConcept C195561663 @default.
- W2949133727 hasConcept C2987168347 @default.
- W2949133727 hasConcept C65230186 @default.
- W2949133727 hasConcept C68593654 @default.
- W2949133727 hasConcept C70784835 @default.
- W2949133727 hasConcept C78762247 @default.
- W2949133727 hasConcept C97355855 @default.
- W2949133727 hasConceptScore W2949133727C101433766 @default.
- W2949133727 hasConceptScore W2949133727C106159729 @default.
- W2949133727 hasConceptScore W2949133727C106306483 @default.
- W2949133727 hasConceptScore W2949133727C121332964 @default.
- W2949133727 hasConceptScore W2949133727C127313418 @default.
- W2949133727 hasConceptScore W2949133727C138496976 @default.
- W2949133727 hasConceptScore W2949133727C144341231 @default.
- W2949133727 hasConceptScore W2949133727C145162277 @default.
- W2949133727 hasConceptScore W2949133727C149782125 @default.
- W2949133727 hasConceptScore W2949133727C15744967 @default.
- W2949133727 hasConceptScore W2949133727C162324750 @default.
- W2949133727 hasConceptScore W2949133727C175223733 @default.
- W2949133727 hasConceptScore W2949133727C186008389 @default.
- W2949133727 hasConceptScore W2949133727C193326847 @default.
- W2949133727 hasConceptScore W2949133727C195561663 @default.
- W2949133727 hasConceptScore W2949133727C2987168347 @default.
- W2949133727 hasConceptScore W2949133727C65230186 @default.
- W2949133727 hasConceptScore W2949133727C68593654 @default.
- W2949133727 hasConceptScore W2949133727C70784835 @default.
- W2949133727 hasConceptScore W2949133727C78762247 @default.
- W2949133727 hasConceptScore W2949133727C97355855 @default.
- W2949133727 hasIssue "6" @default.
- W2949133727 hasLocation W29491337271 @default.
- W2949133727 hasOpenAccess W2949133727 @default.
- W2949133727 hasPrimaryLocation W29491337271 @default.
- W2949133727 hasRelatedWork W110114397 @default.
- W2949133727 hasRelatedWork W119431508 @default.
- W2949133727 hasRelatedWork W1977001412 @default.
- W2949133727 hasRelatedWork W1998334620 @default.
- W2949133727 hasRelatedWork W2020868353 @default.
- W2949133727 hasRelatedWork W2030938052 @default.
- W2949133727 hasRelatedWork W2036481368 @default.
- W2949133727 hasRelatedWork W2050207979 @default.
- W2949133727 hasRelatedWork W2055312913 @default.
- W2949133727 hasRelatedWork W2266454163 @default.
- W2949133727 hasRelatedWork W2330748058 @default.
- W2949133727 hasRelatedWork W2333782814 @default.
- W2949133727 hasRelatedWork W252686045 @default.
- W2949133727 hasRelatedWork W2766362862 @default.
- W2949133727 hasRelatedWork W2803095407 @default.
- W2949133727 hasRelatedWork W2953368218 @default.
- W2949133727 hasRelatedWork W3005998942 @default.
- W2949133727 hasRelatedWork W3034093983 @default.
- W2949133727 hasRelatedWork W3123851868 @default.
- W2949133727 hasRelatedWork W3125467939 @default.
- W2949133727 hasVolume "7" @default.
- W2949133727 isParatext "false" @default.
- W2949133727 isRetracted "false" @default.
- W2949133727 magId "2949133727" @default.
- W2949133727 workType "article" @default.