The analysis of the causal dependences in risk between the crude oil market and the markets representing other asset classes
With the increasing volatility of the financial instruments, particularly oil which is a strategic energy resource, there is a need to acquire the financial markets wider than ever range of the analyses. The concept of Granger causality in risk is one of the possible directions of analysis of the in...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2016-10-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/631 |