Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
نویسندگان
چکیده
منابع مشابه
Investigating Cointegration and the Causal Relationship Between of Exchange Rate, Oil Price and Gas Price in Regional Markets
Short-term and long-term relationship between exchange rate, oil price and spot gas price of three regional gas markets was investigated using and estimating the Vector Autoregressive model. There is a significant and long-term relationship between variables.Short-term interactions of variables with Granger causality test One-year interaction of variables with intervals of one to twelve months ...
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ژورنال
عنوان ژورنال: Applied Finance Letters
سال: 2019
ISSN: 2253-5802,2253-5799
DOI: 10.24135/afl.v8i0.125