Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations

The North American Journal of Economics and Finance - Tập 14 Số 1 - Trang 89-114 - 2003
Shawkat Hammoudeh1, Huimin Li1, Bang Nam Jeon1
1Department of Economics and International Business, Bennett S. LeBow College of Business, Drexel University, 3141 Chestnut Street, Philadelphia, PA 19104-2875, USA

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