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Spillover effects in energy futures markets

Book ID: 108398312
Publisher: Elsevier Science
Year: 2002
Weight: 190 KB
Volume: 43
Category: Article
ISSN: 0140-6701
DOI: 10.1016/s0140-6701(02)85118-9

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We wish to thank anonymous referees for their comments. Any errors are the responsibility of the 'For a discussion of industry practices, see Keith Schap (1989).