The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Authors: Michał Rubaszek, Zuzanna Karolak, Marek Kwas and Gazi Salah Uddin
Published in: Studies in Nonlinear Dynamics & Econometrics
Publication type: article
Subject areas: Economics, Econometrics and Finance; Mathematics; Social Sciences
SJR best quartile: Q2