Blar i NHH Brage på forfatter "Schøyen, Ole Husebø"
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Cointegrated energy : can energy company shares be used to create error correction model forecasts for the oil price? : if so, are there certain sectors within the industry that produce better forecasts?
Schøyen, Ole Husebø (Master thesis, 2006)Oil company shares are closely related to the oil price. This paper examines if this relationship is strong enough to conclude that the historical spot prices for oil are cointegrated with individual oil company share ...