Causality patterns for Brent, WTI, and Argus oil prices
Semei Coronado, Thomas M. Fullerton Jr. and Omar Rojas
| Year of publication: |
September 2017
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|---|---|
| Authors: | Coronado, Semei ; Fullerton, Thomas M. ; Rojas, Omar |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 13/15, p. 982-986
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| Subject: | crude oil prices | nonparametric | Granger causality | nonlinearity | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Ölmarkt | Oil market | Welt | World | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1245830 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715488