… -varying causal relationships among global crude oil markets … , such as the rolling Granger
causality test and LSTAR-VAR, … time-varying causality tests based on Hong's tests 1 and two …

… nonlinear causal relationships between crude oil … tests to ascertain the time series properties
of crude oil price changes and stock market returns. The linear and nonlinear causality tests …

… of crude oil prices in the last two decades and tries to relate it with the speculative trading of
crude oil … moves on the oil market. In this paper we attempted to empirically examine the way, …

… is to test for the existence of linear and nonlinear causal lead… ) crude oil, which is used as
an indicator of world oil prices … Mercantile Exchange's (NYMEX) oil futures contracts. We apply …

… is therefore a test of whether the ‘law of one price’ holds for crude oils when using high-…
introduced a price band with the intention of regulating oil prices. The latter time period is not …

… Granger causality test. In terms of the empirical implementation of the Granger causality test,
it was re-affirmed that four conditions (test for the order of integration, statement and testing …

… We perform Granger causality tests on each pair of 32 different crude oil qualities. The
results are interpreted globally and within sub-groups by splitting the crudes according to the …

… quantile causality allows for testing causal relationships at any … -causality test in mean
indicates that Dubai crude oil returns … In addition, neither WTI returns nor Dubai crude oil returns …

… We perform Granger causality tests on each pair of 32 different crude oil … , crude oil
characteristic (API and sulphur content) and OPEC membership of the origin country. Those tests …

… oils, and high world crude oil price has prompted the use of vegetable oils as a fuel. Several
… determine the causal direction among the four edible oil prices, we select a sub-period from …