Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278)

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scientific article; zbMATH DE number 6940498
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    Nonlinear joint dynamics between prices of crude oil and refined products
    scientific article; zbMATH DE number 6940498

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      Nonlinear joint dynamics between prices of crude oil and refined products (English)
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      20 September 2018
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      cross-correlation
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      nonlinearity
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      cointegration
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      threshold error correction model
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