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
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|---|---|
| Authors: | Wang, Hongxia ; Qiu, Shushu ; Wang, Jianli ; Yick, Ho Yin |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 10, p. 1208-1219
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| 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 |
| 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