Open AccessDETERMINATION OF CAUSALITY IN PRICES OF CRUDE OIL
Author(s) -
Salman Sarwat,
Muhammad Kashif,
Muhammad Aqil,
Farhan Ahmed
Publication year - 2019
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.7724
Subject(s) - futures contract , crude oil , spot contract , speculation , economics , west texas intermediate , granger causality , econometrics , error correction model , causality (physics) , commodity , crack spread , financial economics , cointegration , monetary economics , oil price , macroeconomics , petroleum engineering , finance , engineering , physics , quantum mechanics