Time-varying Granger causality tests for applications in global crude oil markets
Year of publication: |
2014
|
---|---|
Authors: | Lu, Feng-bin ; Hong, Yong-miao ; Wang, Shouyang ; Lai, Kin Keung ; Liu, John J. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 42.2014, p. 289-298
|
Subject: | Time-varying Granger causality | Information spillover | Rolling correlation | DCC-MGARCH | Crude oil market | Kausalanalyse | Causality analysis | Welt | World | Ölmarkt | Oil market | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
-
Bhuyan, Rafiqul, (2021)
-
Gu, Rongbao, (2016)
-
Fu, Jiasha, (2022)
- More ...
-
Aviation fuel demand development in China
Chai, Jian, (2014)
-
Xiao, Yi, (2014)
-
Xiao, Yi, (2014)
- More ...