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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 ...

    • Causality in quantiles and dynamic relations in energy markets: (De)tails matter 

      Kyritsis, Evangelos; Andersson, Jonas
      Energy Policy (Elsevier, 2019)
      In this article 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 ...