Auto Regressive Distributed Lag Model for Crude Oil (Brent) and Crude Oil (WTI) | Zendy

M Adelman | Zendy; G Watkins | Zendy; W Chen | Zendy; Z Huang | Zendy; Y Yi | Zendy; L Kilian | Zendy; Jose Villar | Zendy; A | Zendy; Frederick Joutz | Zendy; David Ramberg | Zendy; John Parsons | Zendy; J Smith | Zendy

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Auto Regressive Distributed Lag Model for Crude Oil (Brent) and Crude Oil (WTI)

Author(s) -

M Adelman,

G Watkins,

W Chen,

Z Huang,

Y Yi,

L Kilian,

Jose Villar,

A,

Frederick Joutz,

David Ramberg,

John Parsons,

J Smith

Publication year - 2019

Publication title -

international journal of recent technology and engineering (ijrte)

Language(s) - English

Resource type - Journals

ISSN - 2277-3878

DOI - 10.35940/ijrte.c1090.1183s319

Subject(s) - brent crude , west texas intermediate , crude oil , distributed lag , cointegration , autoregressive model , series (stratigraphy) , econometrics , petroleum engineering , mathematics , geology , paleontology

It has been found through various literatures that Crude Oil (Brent) and Crude Oil (WTI) series moves in close proximity. This paper tries to examine the causality relationship between Crude Oil(WTI) and Crude Oil(Brent). In absence of cointegration between the two series Auto Regressive Distributed Lag Model was used.

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