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Revaluation of IMF's special drawing rights and currency portfolio diversification : implications for oil and gas finance

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Policy issues related to substitution of the US dollar in oil pricing

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

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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