What do international energy prices have in common after taking into account the key drivers? Working Papers uri icon

authors

  • CAMACHO, MAXIMO
  • CARO NAVARRO, ANGELA
  • PE√ĎA SANCHEZ DE RIVERA, DANIEL

publication date

  • 2020

series title

  • Working paper. Statistics and Econometrics

series number

  • 20-10

keywords

  • energy prices; dynamic factor model; clustering; penalized regression