Energy Economics · 2013 · 46 citations · 48 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsInternational FinanceCapital MarketsCommodity HedgingEnergy Commodity MarketsFutures MarketsInvestmentOil EconomicsCommodity Price Co-movementCrude Oil MarketsOil Futures MarketsOil Investment DecisionsOpen Interest Dynamics
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Christopher A. Sims · Econometrica · 1980 · 12.7K citations