Selaus tekijän mukaan kokoelmassa VATT Working Papers
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Causality in Quantiles and Dynamic Relations in Energy Markets
Kyritsis, Evangelos; Andersson, Jonas
VATT Working Papers : 116 (Valtion taloudellinen tutkimuskeskus, 18.03.2019)In this paper we investigate the dynamic relations between crude oil price returns and a set of energy price returns, namely diesel, gasoline, heating, and the natural gas. This is performed by means of Granger non-causality ...