Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test
Year of publication: |
2014
|
---|---|
Authors: | Alzahrani, Mohammed ; Masih, Mansur ; Al-Titi, Omar |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 48.2014, PA, p. 175-201
|
Publisher: |
Elsevier |
Subject: | Causality | Wavelet method | Oil prices | Oil futures |
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