Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
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Volume (Year): 14 (2003)
Issue (Month): 1 (March)
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References listed on IDEAS
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- Bollerslev, Tim, 1986.
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Oxford Bulletin of Economics and Statistics,
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- Robert S. Pindyck, 2001. "The Dynamics of Commodity Spot and Futures Markets: A Primer," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 1-30.
- Sadorsky, Perry, 2000. "The empirical relationship between energy futures prices and exchange rates," Energy Economics, Elsevier, vol. 22(2), pages 253-266, April.
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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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