Three Essays on Price Dynamics and Causations among Energy Markets and Macroeconomic Information
This dissertation examines three important issues in energy markets: price dynamics, information flow, and structural change. We discuss each issue in detail, building empirical time series models, analyzing the results, and interpreting the findings. First, we examine the contemporaneous interdep...
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| Format: | Others |
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2013
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| Online Access: | http://hdl.handle.net/1969.1/148354 |