Lead-lag effects between Brent Crude Futures and its respective spot prices
This article aims the analyses of the causality and temporal precedence relationships between the spot and futures prices of Brent oil, those last ones inherent to financial markets. In order to achieve this objective, the main tools used were: Johansen cointegration test; Granger causality/Block...
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| Format: | Article |
| Language: | English |
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Universidade Estadual Paulista
2017-03-01
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| Series: | GEPROS: Gestão da Produção, Operações e Sistemas |
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| Online Access: | http://revista.feb.unesp.br/index.php/gepros/article/view/1597 |