Okoroafor, Ugochi C.; Leirvik, Thomas - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
In this study, we investigate the dynamic relationship between return and liquidity in the Brent and the West Texas Intermediate (WTI) oil markets. The research utilises daily oil price and volume data and monthly macroeconomic data from January 1, 1996 to April 28, 2023 obtained from the Energy...
