Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test
Mohammed Alzahrani; Mansur Masih; Omar Al-Titi
| Year of publication: |
2014
|
|---|---|
| Authors: | Alzahrani, Mohammed ; Masih, Mansur ; Al-Titi, Omar |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 48.2014, p. 175-201
|
| Subject: | Causality | Wavelet method | Oil prices | Oil futures | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Zustandsraummodell | State space model | Volatilität | Volatility | Börsenkurs | Share price | Spotmarkt | Spot market | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010464001