Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Year of publication: |
2003
|
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Authors: | Hammoudeh, Shawkat ; Li, Huimin ; Jeon, Bang-nam |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 14.2003, 1, p. 89-114
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Subject: | Ölpreis | Oil price | Volatilität | Volatility | Heizöl | Heating oil | Benzin | Gasoline | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | USA | United States |
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