An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Hongxia Wang, Shushu Qiu, Jianli Wang and Ho Yin Yick
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Hongxia ; Qiu, Shushu ; Wang, Jianli ; Yick, Ho Yin |
| Subject: | ARDL model | market efficiency | price cointegration | Shanghai crude oil futures | Shanghai | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Erdöl | Petroleum | Effizienzmarkthypothese | Efficient market hypothesis | Ölpreis | Oil price | China |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2175774 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446559