Unit root properties of crude oil spot and futures prices

Svetlana Maslyuk, Russell Leigh Smyth

Research output: Contribution to journal › Article › Research › peer-review

59 Citations (Scopus)
Original languageEnglish
Pages (from-to)2591 - 2600
Number of pages10
JournalEnergy Policy
Volume36
Issue number7
Publication statusPublished - 2008

Cite this

Maslyuk, Svetlana ; Smyth, Russell Leigh. / Unit root properties of crude oil spot and futures prices. In: Energy Policy. 2008 ; Vol. 36, No. 7. pp. 2591 - 2600.
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author = "Svetlana Maslyuk and Smyth, {Russell Leigh}",
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Maslyuk, S & Smyth, RL 2008, 'Unit root properties of crude oil spot and futures prices', Energy Policy, vol. 36, no. 7, pp. 2591 - 2600.

Unit root properties of crude oil spot and futures prices. / Maslyuk, Svetlana; Smyth, Russell Leigh.

In: Energy Policy, Vol. 36, No. 7, 2008, p. 2591 - 2600.

Research output: Contribution to journal › Article › Research › peer-review

TY - JOUR

T1 - Unit root properties of crude oil spot and futures prices

AU - Maslyuk, Svetlana

AU - Smyth, Russell Leigh

PY - 2008

Y1 - 2008

M3 - Article

VL - 36

SP - 2591

EP - 2600

JO - Energy Policy

JF - Energy Policy

SN - 0301-4215

IS - 7

ER -

Maslyuk S, Smyth RL. Unit root properties of crude oil spot and futures prices. Energy Policy. 2008;36(7):2591 - 2600.