Gupta, Rangan; Kean, Gbeada Josiane Seu Epse; Tsebe, … - Department of Economics, Faculty of Economic and … - 2014
paper investigates the causal relationship between oil prices and the prices of 25 other commodities, which include both … of other commodity prices in predicting (in-sample) oil prices (15 cases) than the other way around (7 cases). …