Open AccessLead-lag effects between Brent Crude Futures and its respective spot prices
Author(s) -
Diego Garcia Angelico
Publication year - 2017
Publication title -
gepros. gestão da produção, operações e sistemas
Language(s) - English
Resource type - Journals
eISSN - 1984-2430
pISSN - 1809-614X
DOI - 10.15675/gepros.v12i1.1597
Subject(s) - brent crude , cointegration , futures contract , spot contract , econometrics , economics , variance decomposition of forecast errors , granger causality , crude oil , spot market , lead–lag compensator , heating oil , financial economics , engineering , control engineering , petroleum engineering , electricity , electrical engineering , waste management