Cointegration and causality in capital markets
Purpose - The purpose of this paper is to study the efficiency of different oil and gas markets. Most previous studies examined the issue using low frequency date sampled at monthly, weekly, or daily frequencies. In this study, 30-minute intraday data are used to explore efficiency in energy markets...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2018-07-01
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| Series: | Journal of Capital Markets Studies |
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| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/JCMS-03-2018-0009 |