The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
Year of publication: |
2009-10
|
---|---|
Authors: | Wei, Yi-Ming ; Zhang, Yue-Jun |
Institutions: | Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology |
Subject: | Crude oil market | Gold market | Granger causality | Permanent Transitory model | Information Share model | Price discovery |
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