Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
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Date
Authors
Gupta, Rangan
Seu Epse Kean, Gbeada Josiane
Tsebe, Mpho Asnath
Tsoanamatsie, Nthabiseng
Sato, Joao Ricard
Journal Title
Journal ISSN
Volume Title
Publisher
Camera di Commercio, Industria, Artigianato e
Abstract
Please read abstract in article.
Description
Keywords
Oil prices, Commodity prices, Stability, Causality, Linear, Time-varying
Sustainable Development Goals
Citation
Gupta, R, Seu Epse Kean, GJ, Tsebe, MA, Tsoanamatsie, N & Ricardo, SJ 2015, 'Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity', Economia Internazionale, vol. 68, pp. 469-491.