Add to ORKG© 2018, Econjournals. All rights reserved. Nonlinear co-movements are analyzed for the daily returns calculated for Brent and West Texas Intermediate (WTI) crude oil prices. The sample period includes data for the pre-2008 price increases and the post-2014 price declines. Empirical results obtained indicate that it is important to allow for nonlinear and asymmetric patterns in the data. After doing so, unidirectional causality from Brent to WTI is documented with price declines exerting more reliable effects than price gains. That is in contrast to what has been documented for other sample periods that do not allow for potential nonlinear and asymmetric linkages
This paper investigates the relationship between oil prices (Brent and West Texas Intermediate (WTI)...
This paper examines both the linear and nonlinear causal relationships between crude oil price chang...
The main purpose of our thesis is to examine the long - run relationship be tween WTI and Bren t . H...
© 2018, Econjournals. All rights reserved. Nonlinear co-movements are analyzed for the daily returns...
Nonlinear co-movements are analyzed for the daily returns calculated for Brent and West Texas Interm...
The present study investigates the linear and nonlinear causal linkages between daily spot and futur...
The present study investigates the linear and nonlinear causal linkages between daily spot and futur...
Linkages between oil and 25 other commodity prices are examined using annual data for 1900 to 2011. ...
© 2016 Informa UK Limited, trading as Taylor & Francis Group. Causality patterns are analysed for ...
There has been an increase in price volatility in oil prices during and since the global financial c...
In this paper, we use a cross bicorrelation test to study the relationship between the real price of...
This study begins by using a MTAR model to explore the asymmetric effects of error corrections betwe...
Linkages between oil and 25 other commodity prices are examined using annual data for 1900 to 2011. ...
ABSTRACT: This study begins by using a MTAR model to explore the asymmetric effects of error correct...
Time series analysis of commodity prices is one of the ongoing developments in relevant empirical st...
This paper investigates the relationship between oil prices (Brent and West Texas Intermediate (WTI)...
This paper examines both the linear and nonlinear causal relationships between crude oil price chang...
The main purpose of our thesis is to examine the long - run relationship be tween WTI and Bren t . H...
© 2018, Econjournals. All rights reserved. Nonlinear co-movements are analyzed for the daily returns...
Nonlinear co-movements are analyzed for the daily returns calculated for Brent and West Texas Interm...
The present study investigates the linear and nonlinear causal linkages between daily spot and futur...
The present study investigates the linear and nonlinear causal linkages between daily spot and futur...
Linkages between oil and 25 other commodity prices are examined using annual data for 1900 to 2011. ...
© 2016 Informa UK Limited, trading as Taylor & Francis Group. Causality patterns are analysed for ...
There has been an increase in price volatility in oil prices during and since the global financial c...
In this paper, we use a cross bicorrelation test to study the relationship between the real price of...
This study begins by using a MTAR model to explore the asymmetric effects of error corrections betwe...
Linkages between oil and 25 other commodity prices are examined using annual data for 1900 to 2011. ...
ABSTRACT: This study begins by using a MTAR model to explore the asymmetric effects of error correct...
Time series analysis of commodity prices is one of the ongoing developments in relevant empirical st...
This paper investigates the relationship between oil prices (Brent and West Texas Intermediate (WTI)...
This paper examines both the linear and nonlinear causal relationships between crude oil price chang...
The main purpose of our thesis is to examine the long - run relationship be tween WTI and Bren t . H...