...
机译:时变Granger因果关系检验在全球原油市场中的应用
Academy of Mathematics and Systems Science, Chinese Academy of Sciences (CAS), Beijing 100190, China;
Department of Economics, Cornell University, Ithaca, NY 14853, USA,Department of Statistical Science, Cornell University, Ithaca, NY 14853, USA;
Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China;
Department of Management Sciences, City University of Hong Kong, Hong Kong;
College of Business, City University of Hong Kong, Hong Kong;
Time-varying Granger causality; Information spillover; Rolling correlation; DCC-MGARCH; Crude oil market;
机译:测试分配尾部的格兰杰因果关系:在石油市场整合中的应用
机译:多尺度非线性格兰杰因果关系视角下的区域天然气市场与原油市场之间的关系
机译:碳市场与原油市场之间的线性和非线性格兰杰因果关系研究:一种多尺度方法
机译:基于GRANGER因果关系测试的原油价格与海上设备制造业的关系研究
机译:原油价格走势对石油工业股票价格的影响研究:对有效市场假设的检验
机译:Covid-19大流行爆发的股票市场反应:来自ARDL界测试和GRANGER因果关系分析的定量证据
机译:在时变系数VAR模型中测试Granger(非)因果关系