Selaus tekijän mukaan kokoelmassa VATT Working Papers

    • Causality in Quantiles and Dynamic Relations in Energy Markets 

      Kyritsis, Evangelos; Andersson, Jonas
      VATT Working Papers : 116 (Valtion taloudellinen tutkimuskeskus, 18.03.2019)
      In this paper we investigate the dynamic relations between crude oil price returns and a set of energy price returns, namely diesel, gasoline, heating, and the natural gas. This is performed by means of Granger non-causality ...