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Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test

Alzahrani, Mohammed; Masih, Mansur; Al-Titi, Omar - In: Journal of international money and finance 48 (2014), pp. 175-201

Persistent link: https://www.econbiz.de/10010464001

Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices : A Wavelet Based Test

Alzahrani, Mohammed - 2014

This study is the first attempt to investigate both the linear and non-linear Granger causality between wavelet transformed spot and futures oil prices. Our findings consistently indicate bidirectional causality between the spot and futures oil markets at different time scales, under linear and...

Persistent link: https://www.econbiz.de/10013051470

Who drives whom : sukuk or bond? : a new evidence from granger causality and wavelet approach

Haque, Md. Mahmudul; Chowdhury, Mohammad Ashraful Ferdous; … - In: Review of financial economics : RFE 36 (2018) 2, pp. 117-132

Persistent link: https://www.econbiz.de/10011948565

Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...

Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44

Persistent link: https://www.econbiz.de/10013357245

Causality between financial development and economic growth : an application of vector error correction and vairance decomposition methods to Saudi Arabia

Masih, Mansur; Al-Elg, Ali; Madani, Haider - In: Applied economics 41 (2009) 13/15, pp. 1691-1699

Persistent link: https://www.econbiz.de/10003862175