An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis
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- Raggad, Bechir & Bouri, Elie, 2023. "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, vol. 86(PA).
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Keywords
WTI prices; Henry Hub prices; US ethanol prices; detrending moving average; cross-correlation; sliding windows;All these keywords.
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