Crude oil futures and the short-term price predictability of petroleum products
D Wen, H Wang, Y Wang, J Xiao - Energy, 2024 - Elsevier
This study investigates the lead-lag effect between crude oil futures and petroleum products
from the view of price predictability. The findings of the Granger causality test provide …
from the view of price predictability. The findings of the Granger causality test provide …