Konu "Energy economics" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
(Elsevier, 2021)There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...