Open AccessCointegration Analysis of the Relationship between the Prices of Crude Oil and Its Petroleum Products in Ghana
Author(s) -
Lewis Brew,
Belinda Koasiba Ettih,
Eric Neebo Wiah
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.104042
Subject(s) - cointegration , gasoline , petroleum , petroleum product , residual , economics , fuel oil , distributed lag , error correction model , crude oil , brent crude , short run , granger causality , kerosene , econometrics , crack spread , residual oil , oil price , monetary economics , chemistry , petroleum engineering , volatility (finance) , mathematics , engineering , waste management , organic chemistry , algorithm