Work

The crude oil spot and futures prices dynamics: cointegration, linear and nonlinear causality

Year: 2024

Type: article

Source: Studies in Economics and Finance

DOI: 10.1108/sef-12-2023-0738

Authors: Wing-Keung Wong, Zhihui Lv, Christian Espinosa, João Paulo Vieito

Institutions: Asia University, China Medical University, China Medical University Hospital, Guangdong University of Foreign Studies, Universidad de Santiago de Chile, Universidade Politécnica de Viana do Castelo

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405645620

FWCI: 0.356

Cites: 77

Cited by: 1

Related to: 10