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The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach

EconomicsCrude Oil SpotEngineeringFinanceNonlinear RelationshipBusinessEconometricsFutures PricesProduction ForecastingCommodity Price IndexCommodity MarketForecastingFunctional Data AnalysisStatisticsPetroleum EngineeringNonlinear Time SeriesTight Oil