Author:
Coronado Semei,Rojas Omar,Romero-Meza Rafael,Serletis Apostolos,Chiu Leslie Verteramo
Publisher
Springer International Publishing
Reference44 articles.
1. Baek, E., & Brock, W. (1992). A general test for nonlinear Granger causality: Bivariate model. Iowa State University and University of Wisconsin at Madison, Working Paper.
2. Balcombe, K., & Rapsomanikis, G. (2008). Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil. American Journal of Agricultural Economics, 90, 658–668.
3. Beckmann, J., & Czudaj, R. (2014). Volatility transmission in agricultural futures markets. Economic Modelling, 36, 541–546.
4. Bekiros, S. D., & Diks, C. G. H. (2008). The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality. Energy Economics, 30, 2673–2685.
5. Brock, W. A., Scheinkman, J. A., Dechert, W. D., & LeBaron, B. (1996). A test for independence based on the correlation dimension. Econometric Reviews, 15, 197–235.
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献