Did speculative activities contribute to high crude oil prices during 1993 to 2008?

DOI10.1007/S11424-009-9193-3zbMath1299.91041OpenAlexW1996008419MaRDI QIDQ473047

Xun Zhang, Kin Keung Lai, Shou-Yang Wang

Publication date: 21 November 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-009-9193-3

zbMATH Keywords

crude oil pricesDiks-Panchenko testHiemstra-Jones testnonlinear Granger causality testspeculative activities

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites Work

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• A new statistic and practical guidelines for nonparametric Granger causality testing
• Nonlinear Granger causality in the currency futures returns
• Nonlinearity and Endogeneity in Macro-Asset Pricing
• A Note on the Hiemstra-Jones Test for Granger Non-causality
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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