Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
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Bibliographic InfoArticle provided by Elsevier in its journal The North American Journal of Economics and Finance.
Volume (Year): 14 (2003)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/inca/620163
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- Lin, Sharon Xiaowen & Tamvakis, Michael N., 2001. "Spillover effects in energy futures markets," Energy Economics, Elsevier, vol. 23(1), pages 43-56, January.
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