Hernández-Gamarra, Katerin; Sarmiento-Sabogal, Julio; … - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 534-539
prices of the stocks that compose the Integrated Latin American Market (MILA) index. Our analysis found that from the … between the price of oil and other commodities and the stocks that compose the MILA index. Therefore, it is possible to … achieve abnormal returns in the MILA stock market. In order to test for the Granger causality between the underlying variables …