3Taufiq Choudhry. Re-examining forward market efficiency Evidence from fractional and Harris-Inder Cointegration tests[J]. International Review of Economics & Finance, 1999,8(4):433-453.
7Shawkat Hammoudeh,Huimin Li and Bang Jeon. Causality and volatility spillovers among petroleum prics of WTI, gasoline and heating oil in different locations[J]. the North American Journal of Economics and Finance, 2003,14(1):89-114.
8Moosa I A, Al-Loughani N E. Unbiasedness and time-varying risk premia in the crude oil futures market[ J]. Energy Economics, 1994, 16(2) : 99-105.
9Kumar M S. The forecasting accuracy of crude oil futures prices[J]. IMF Staff Papers, 1992, 39(2) : 432-456.
10Brenner R J, Kroner K F A. Cointegration, and testing the unbiasedness hypothesis in financial markets [ J ]. Journal of Financial and Quantitative Analysis, 1995, 30 (1): 23-45.