Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time

Research in International Business and Finance - Tập 56 - Trang 101385 - 2021
Erdal Atukeren1,2, Emrah İsmail Çevik3, Turhan Korkmaz4
1BSL Business School Lausanne, Rte. de la Maladière 21, P.O. Box 73, CH – 1022, Chavannes (VD), Switzerland
2SBS Swiss Business School, Flughafenstrasse 3, CH-8302, Kloten (ZH), Switzerland
3Namık Kemal University, Faculty of Economics and Administrative Sciences, Tekirdağ, 59030, Turkey
4Mersin University, Faculty of Economics and Administrative Sciences, Department of Business Administration, 33343, Mersin, Turkey

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