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Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test

✍ Scribed by Alzahrani, Mohammed; Masih, Mansur; Al-Titi, Omar

Book ID: 126777865
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 606 KB
Volume: 48
Category: Article
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2014.07.001

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