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The relationship between the price of oil and macroeconomic performance: empirical evidence for the UK

โœ Scribed by Gausden, Robert

Book ID
126611599
Publisher
Taylor and Francis Group
Year
2008
Tongue
English
Weight
118 KB
Volume
17
Category
Article
ISSN
1350-4851

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โœ Silvapulle, Param; Moosa, Imad A. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 217 KB ๐Ÿ‘ 2 views

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