This article examines the relationship between the spot and futures prices of WTI crude oil using a sample of daily data. Linear causality testing reveals that futures prices lead spot prices, but nonlinear causality testing reveals a bidirectional effect. This result suggests that both spot and fut
β¦ LIBER β¦
The relationship between crude oil and gasoline prices
β Scribed by Ali T. Akarca; Dimitri Andrianacos
- Publisher
- Springer US
- Year
- 1998
- Tongue
- English
- Weight
- 417 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1083-0898
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The relationship between spot and future
β
Silvapulle, Param; Moosa, Imad A.
π
Article
π
1999
π
John Wiley and Sons
π
English
β 217 KB
π 2 views
Crude oil: Prices and exhaustion
β
M. A. Adelman
π
Article
π
1992
π
Springer US
π
English
β 281 KB
Volatility Relationship between Crude Oi
β
Thomas K. Lee; John Zyren
π
Article
π
2007
π
Springer US
π
English
β 285 KB
Recent Disconnects in the Crude Oil Pric
β
Michael Ye; John Zyren; Joanne Shore
π
Article
π
2006
π
Springer US
π
English
β 32 KB
Asymmetric error correction models for t
β
Margherita Grasso; Matteo Manera
π
Article
π
2007
π
Elsevier Science
π
English
β 328 KB
The existing literature on price asymmetries does not systematically investigate the sensitivity of the empirical results to the choice of a particular econometric specification. This paper fills this gap by providing a detailed comparison of the three most popular models designed to describe asymme
Inter-relationships between spot and sti
β
Alan J. MacFadyen
π
Article
π
1990
π
Elsevier Science
π
English
β 547 KB