Article | Open Access | Published: 10 December 2018
Modeling Nonlinear Granger Causality and Co-Integration Between Gold Price Returns and Crude Oil Price Returns
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Abstract:
Keywords:
Crude Oil Prices, Gold Oil Prices, Cointegration, Nonlinear modeling, log returns
Publisher:
ILMA UNIVERSITY
Published:
10 December 2018
E-ISSN:
2409-6520
P-ISSN:
2414-8393
This is an open access article distributed under the terms of the Creative Commons Attribution CC BY 4.0 license, which permits any use, distribution, and reproduction of the work without further permission provided the original author(s) and source are credited.