Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis
<p>This paper takes into account the LPG markets and aims to examine the short run and long run dependencies between crude oil and propane prices during the period 2006-2018. Our empirical study is based on the wavelet transform approach, which allows us to evaluate the co-movement in both tim...
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| Format: | Article |
| Language: | English |
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EconJournals
2020-08-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/9631 |