Does the S&P500 index lead the crude oil dynamics? : a complexity-based approach
Catherine Kyrtsou, Christina Mikropoulou, Angeliki Papana
| Year of publication: |
May 2016
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|---|---|
| Authors: | Kyrtsou, Catherine ; Mikropoulou, Christina ; Papana, Angeliki |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 239-246
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| Subject: | Nonlinear causality | S&P500 | Petroleum complex | Futures-spot price spread | Speculation | Ölpreis | Oil price | Spekulation | Ölmarkt | Oil market | Erdöl | Petroleum | Aktienindex | Stock index | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011664236