Did speculative activities contribute to high crude oil prices during 1993 to 2008?
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Publication:473047
DOI10.1007/S11424-009-9193-3zbMATH Open1299.91041OpenAlexW1996008419MaRDI QIDQ473047FDOQ473047
Authors: Xun Zhang, Kin Keung Lai, Shouyang Wang 
Publication date: 21 November 2014
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-009-9193-3
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crude oil pricesDiks-Panchenko testHiemstra-Jones testnonlinear Granger causality testspeculative activities
Cites Work
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Energy shocks and financial markets: nonlinear linkages
- A Note on the Hiemstra-Jones Test for Granger Non-causality
- Nonlinear Granger causality in the currency futures returns
- Nonlinearity and Endogeneity in Macro-Asset Pricing
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- On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing
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