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Keywords: Kernel causality
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Journal Articles
Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commodities
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2020) 37 (3): 457–473.
Published: 15 May 2020
... the same pairs of variables obtained in earlier works. Originality/value The concept of kernel causality has very recently become a part of the toolkit for econometric/statistical analysis. To the best of the author’s knowledge, this is the first study that relies on the notion of kernel (instantaneous...
