A Study on the Oil Price Cointegration Dynamic Process: Evidence From the Shanghai Crude Oil Futures
This work studies the integration process of the Shanghai crude oil futures market in pricing discovery mechanism of global crude oil markets by conducting cointegration analysis and lead–lag causality tests. Using the representative samples of several futures contracts covering different listing pe...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-05-01
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| Series: | Frontiers in Environmental Science |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fenvs.2022.901236/full |