References contributed by pre33-28171
- 262 A. Plourde, G.C. WatkinsrResource and Energy Economics 20 (1998) 245–262 Newbery, D.M.G., 1984. The manipulation of futures markets by a dominant player. In: Anderson, R.W. Ed.., The Industrial Organization of Futures Markets. Lexington Books, Lexington, pp. 35–58.
Paper not yet in RePEc: Add citation now
Borensztein, E., Khan, M.S., Reinhart, C.M., Wickham, P., 1994. The Behavior of Non-oil Commodity Prices. Occasional Paper 112, International Monetary Fund, Washington, D.C. Brown, M.B., Forsythe, A.B., 1974. Robust tests for the equality of variances. J. Am. Stat. Assoc. 69, 364–367.
- Conover, W.J., Johnson, M.E., Johnson, M.M., 1981. A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data. Technometrics 23, 351–361.
Paper not yet in RePEc: Add citation now
Cox, C.C., 1976. Futures trading and market information. J. Pol. Econ. 84, 1215–1237.
Deaves, R., Krinsky, I., 1992. Risk premiums and efficiency in the market for crude oil futures. Energ. J. 13, 93–117.
Dolado, J.J., Jenkinson, T., Sosvilla-Rivero, S., 1990. Cointegration and unit roots. J. Econ. Surveys 4, 249–273.
- Emery, W.E., 1975. Understanding the wheat futures market. In: Jilor, H. Ed.., Forecasting Commodity Prices. Commodity Research Bureau, New York.
Paper not yet in RePEc: Add citation now
- Fligner, M.A., Killeen, T.J., 1976. Distribution-free two-sample tests for scale. J. Am. Stat. Assoc. 71, 210–213.
Paper not yet in RePEc: Add citation now
- Gibbons, J.D., 1985. Nonparametric Statistical Inference, 2nd edn., revised and expanded. Marcel Dekker, New York.
Paper not yet in RePEc: Add citation now
- Gurland, J., Dahiya, R.C., 1972. A test of fit for continuous distributions based on generalized minimum chi-square. In: Bancroft, T.A. Ed.., Statistical Papers in Honor of George W. Snedecor. Iowa State University Press, Ames, pp. 115–128.
Paper not yet in RePEc: Add citation now
Hart, O.D., Kreps, D.M., 1986. Price destabilizing speculation. J. Pol. Econ. 94, 927–952.
Jacoby, H.D., Laughton, D.G., 1992. Project evaluation: a practical asset pricing method. Energ. J. 13, 19–47.
- Judge, G.G., Hill, R.C., Griffiths, W.E., Lu¨tkepohl, H., Lee, T.-C., 1988. Introduction to the Theory and Practice of Econometrics, 2nd edn., Wiley, New York.
Paper not yet in RePEc: Add citation now
- Labys, W.C., 1980. Market Structure, Bargaining Power, and Resource Price Formation. D.C. Heath, Lexington.
Paper not yet in RePEc: Add citation now
- Levene, H., 1960. Robust tests for equality of variances. In: Ohlin, I., Ghurye, S.G., Hoeffding, W., Madow, W.G., Mann, H.B. Eds.., Contributions to Probability and Statistics—Essays in Honor of Harold Hotelling. Stanford University Press, Stanford, pp. 278–292.
Paper not yet in RePEc: Add citation now
Lockwood, L.J., Linn, S.C., 1990. An examination of stock market return volatility during overnight and intraday periods, 1964–1989. J. Finance 45, 591–601.
- Mosteller, F., Rourke, R.E.K., 1973. Sturdy Statistics—Nonparametrics and Order Statistics. AddisonWesley, Reading.
Paper not yet in RePEc: Add citation now
Newbery, D.M.G., 1987. When do futures markets destabilize spot prices?. Int. Econ. Rev. 28, 291–297.
- Phillips, P.W.B., 1990. Wheat, Europe, and the GATT: A Political Economy Analysis. Pinter Publishers, London.
Paper not yet in RePEc: Add citation now
Plourde, A., Watkins, G.C., 1994. Crude oil prices between 1985 and 1992: how volatile in relation to other commodities?, Working Paper No. 9406E, Department of Economics, University of Ottawa, P.O. Box 450, Station A, Ottawa, Ontario K1N 6N5, Canada.
Slade, M.E., 1989. The two pricing systems for non-ferrous metals. Res. Pol. 15, 209–220.
Slade, M.E., 1991. Market structure, marketing method, and price instability. Quart. J. Econ. 106, 1309–1340.
Stein, J.C., 1987. Informational externalities and welfare-reducing speculation. J. Pol. Econ. 95, 1123–1145.
- Subroto, 1991. OPEC aims to create a stable oil market, OPEC Bulletin 22, 5–10.
Paper not yet in RePEc: Add citation now
- U.S. Department of Commerce, 1989. Supplements to Census Technical Paper No. 15—the uses and features of X11-2 and X11q-2. Bureau of Census, Statistical Research Division, Washington, D.C. Verleger, Philip K., Jr., 1993. Adjusting to Volatile Energy Prices. Institute for International Economics, Washington, D.C
Paper not yet in RePEc: Add citation now
- Urquhart, E., 1978. The Canadian Nonferrous Metals Industry: An Industrial Organization Study. Centre for Resource Studies, Queen’s University, Kingston, Ontario K7L 3N6, Canada.
Paper not yet in RePEc: Add citation now