Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017
their connection to fossil fuels, and the possibility of Granger (1980) causality in spot and futures prices, returns and …. For the USA, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures … futures prices for crude oil, coal and carbon emissions. For this reason, daily prices will be used to analyse Granger …