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  • 标题:Investigating Causal Relationships on the Oil and International Capital Markets
  • 本地全文:下载
  • 作者:Alecsandru-Oancia Constantin ; Gheorghe Hurduzeu ; Laura-Gabriela Constantin
  • 期刊名称:Petroleum-Gas University of Ploiesti Bulletin : Economic Sciences Series
  • 印刷版ISSN:2284-8576
  • 电子版ISSN:2247-8582
  • 出版年度:2010
  • 期号:2
  • 页码:78-85
  • 出版社:Petroleum-Gas University of Ploiesti
  • 摘要:The aim of the present paper is to study the relationship between international oil prices and international capital markets in the context of the current economic crisis. The research methodology consists in co integration and Granger causality tests performed on daily data frequency for two of the most important spot oil prices used as a benchmark in oil pricing, mainly the West Texas Intermediate (WTI) and the Europe Brent and for several indices that track the performance of the international capital markets
  • 关键词:spot oil price; international capital markets; Granger causality
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