Threshold cointegration analysis of crude oil benchmarks

Keyphrases

• Crude Oil 100%
• Threshold Cointegration 100%
• Cointegration Analysis 100%
• Oil Benchmarks 100%
• Physical Properties 50%
• Physical Location 50%
• Dynamic Relationship 50%
• Adjustment Method 50%
• Benchmark Price 50%
• Long-term Equilibrium Relationship 50%
• Maya 50%
• West Texas Intermediate 50%
• Dubai 50%

Economics, Econometrics and Finance

• co-integration 100%