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Faculty of Science and Tech...
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WU Jianglun
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2024
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crude oil prices
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non-linear Granger causality
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Energy Sources, Part B: Eco...
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The dependence structure and causality detection in crude oil markets
Journal article
Energy Sources, Part B: Economics, Planning and Policy,2024, volume: 19, issue: 1
Authors:
Sun ,Zhao Yong
;
Wu, Jiang Lun
;
Huang, Wei Chiao
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Submit date：2024/06/27
crude oil prices
dependence structure
GARCH
non-linear Granger causality
Vine copula
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