Open AccessTHE RELATIONSHIP BETWEEN GOLD AND BRENT CRUDE OIL PRICES: AN UNRESTRICTED VECTOR AUTOREGRESSION APPROACH
Author(s) -
Izabela Pruchnicka-Grabias
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11229
Subject(s) - cointegration , vector autoregression , granger causality , crude oil , economics , gold as an investment , term (time) , johansen test , brent crude , econometrics , causality (physics) , error correction model , augmented dickey–fuller test , financial economics , west texas intermediate , oil price , monetary economics , petroleum engineering , physics , quantum mechanics , engineering
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