Causality patterns for Brent, WTI, and Argus oil prices
Year of publication: |
September 2017
|
---|---|
Authors: | Coronado, Semei ; Fullerton, Thomas M. ; Rojas, Omar |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 13/15, p. 982-986
|
Subject: | crude oil prices | nonparametric | Granger causality | nonlinearity | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Welt | World | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Rohstoffderivat | Commodity derivative |
-
Determination of causality in prices of crude oil
Sarwat, Salman, (2019)
-
Babalos, Vassilios, (2017)
-
Gu, Rongbao, (2016)
- More ...
-
A nonlinear empirical analysis of oil price co-movements
Coronado, Semei, (2018)
-
Adaptive efficiency of the Mexican Stock Exchange
Brito-Cervantes, Esmeralda, (2018)
-
Coronado, Semei, (2021)
- More ...