Energy Policy · 2004 · 128 citations · 13 references
AgricultureEconomicsPetroleum EngineeringCommodity MarketsEnergy EconomicsMicroeconomicsCommodity Price DynamicsCommodity Price FormationEnergy Commodity MarketsOil EconomicsCommodity Price CorrelationCrude Oil MarketsCrude Oil PricingOil DemandOil Price ShocksOil Price VolatilityOil Prices
13
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
James H. Stock · Econometrica · 1987 · 1.5K citations