Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Year of publication: |
2012
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Authors: | Nakajima, Tadahiro ; Hamori, Shigeyuki |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 26.2012, 3, p. 371-386
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Subject: | Electricity price | Crude oil price | Exchange rate | Granger causality | Market efficiency | Ölpreis | Oil price | Wechselkurs | Strompreis | Japan | Kausalanalyse | Causality analysis | Schätzung | Estimation | Volatilität | Volatility | US-Dollar | US dollar | Welt | World | USA | United States |
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