Time-varying Granger causality tests for applications in global crude oil markets
Feng-bin Lu; Yong-miao Hong; Shou-yang Wang; Kin-keung Lai; John Liu ...
| Year of publication: |
2014
|
|---|---|
| Authors: | Lu, Feng-bin ; Hong, Yong-miao ; Wang, Shouyang ; Lai, Kin Keung ; Liu, John J. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 42.2014, p. 289-298
|
| Subject: | Time-varying Granger causality | Information spillover | Rolling correlation | DCC-MGARCH | Crude oil market | Kausalanalyse | Causality analysis | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price | Volatilität | Volatility | Korrelation | Correlation |
| 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://www.econbiz.de/10010503591