The crude oil spot and futures prices dynamics : cointegration, linear and nonlinear causality
Wing-Keung Wong, Zhihui Lv, Christian Espinosa and João Paulo Vieito
| Year of publication: |
2025
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|---|---|
| Authors: | Wong, Wing Keung ; Lv, Zhihui ; Espinosa, Christian ; Vieito, João Paulo |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 42.2025, 3, p. 532-552
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| Subject: | Cointegration | Nonparametric nonlinear causality | Oil future market | Kointegration | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Ölmarkt | Oil market | Ölpreis | Oil price | Erdöl | Petroleum | Spotmarkt | Spot market | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-12-2023-0738 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461703