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Financial Time Series Modelling of Trends and Patterns in the Energy Markets

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Figure

Figure 1 shows various series plots for daily spot and futures prices for Cushing OK WTI, RBOB gasoline
Figure 2. Differenced series for crude futures and spot prices.
Figure 5. Plot for the AICs for the various ARMA models fitted for the differenced crude futures price data
Table 3. Results from the ARMA(6,11) Model fitted to the differenced crude futures price series
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