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2021Research in International Business and Finance: Vol. 56Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over timeErdal Atukeren, Emrah İsmail Çevik, Turhan Korkmazhttp://dx.doi.org/10.1016/j.ribaf.2021.101385
2020Journal of Commodity MarketsAsymmetric volatility in commodity marketsYu-Fu Chen, Xiaoyi Muhttp://dx.doi.org/10.1016/j.jcomm.2020.100139
2019Petroleum Science: Vol. 16, Issue 6The causes of stage expansion of WTI/Brent spreadHong-Zhi Tian, Wei-Di Laihttp://dx.doi.org/10.1007/s12182-019-00379-z
2019SSRN Electronic Journal Closer to One Great Pool? Evidence from Structural Breaks in Oil Price DifferentialsMichael D. Plante, Grant Stricklerhttp://dx.doi.org/10.2139/ssrn.3334609
2017Scientific Reports: Vol. 7, Issue 1Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time seriesMeihui Jiang, Xiangyun Gao, Haizhong An, Huajiao Li, Bowen Sunhttp://dx.doi.org/10.1038/s41598-017-10759-3
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.2139/ssrn.2840958
2015Economics Letters: Vol. 129A pair-wise analysis of the law of one price: Evidence from the crude oil marketMonica Giulietti, Ana María Iregui, Jesús Oterohttp://dx.doi.org/10.1016/j.econlet.2015.02.002

 

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