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Testing for temporal asymmetry in the price-volume relationship

Authors :
Moosa, Imad A.
Silvapulle, Param
Silvapulle, Mervyn
Source :
Bulletin of Economic Research. Oct, 2003, Vol. 55 Issue 4, p373, 17 p.
Publication Year :
2003

Abstract

Evidence is presented supporting temporal asymmetry within price-volume relationships for the crude oil futures market. Bidirectional causality is demonstrated via threshold models; discussion includes explanations for this finding.

Subjects

Subjects :
Petroleum industry -- Economic aspects
Supply and demand -- Comparative analysis
Pricing -- Comparative analysis
Futures market -- Comparative analysis
Product price
Business
Business, general
Business, international
Economics

Details

Language :
English
ISSN :
03073378
Volume :
55
Issue :
4
Database :
Gale General OneFile
Journal :
Bulletin of Economic Research
Publication Type :
Academic Journal
Accession number :
edsgcl.108681194

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