The time-varying causality between spot and futures crude oil prices: A regime switching approach

International Review of Economics & Finance - Tập 40 - Trang 51-71 - 2015
Mehmet Balcilar1,2, Hasan Gungor1, Shawkat Hammoudeh3,4
1Department of Economics, Eastern Mediterranean University, Famagusta, T. R. North Cyprus, via Mersin 10, Turkey
2Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
3Lebow College of Business, Drexel University, Philadelphia, PA 19104, United States
4IPAG Business School, Paris, France

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