The crude oil market and the gold market: Evidence for cointegration, causality and price discovery-Reference-Cited by-同舟云学术

The crude oil market and the gold market: Evidence for cointegration, causality and price discovery

Published:2010-09 Issue:3 Volume:35 Page:168-177
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Zhang Yue-Jun,Wei Yi-Ming

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference38 articles.

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2. Information transmission in electronic versus open-outcry trading systems: an analysis of US equity index futures markets;Ates;J. Futures Mark.,2005

3. Baek, E., Brock, W., 1992. A general test for nonlinear Granger causality: bivariate model. Working paper. Iowa State University and University of Wisconsin-Madison.

4. Price discovery and common factor models;Baillie;J. Finan. Mark.,2002

5. The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality;Bekiros;Energy Econ.,2008

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