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Supplementary Appendix for Detecting Structural Breaks in Oil Futures using MIDAS-ARDL Models

Year: 2025

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.5418875

Authors: Meysam Sojoudi, Gareth Peters, Emese Lazar, Vu Tran

Institutions: ICMA Centre, University of Reading, University of California, Santa Barbara

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4414280472

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