Causality between market liquidity and depth for energy and grains

Energy Economics

Volumn 34, Issue 5, 2012, Pages 1683-1692

  Sari, Ramazan ^a   Hammoudeh, Shawkat ^b   Chang, Chia Lin ^c   McAleer, Michael ^c,d,e,f  

^a MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

^b DREXEL UNIVERSITY   (United States)

^c NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

^d Erasmus University Rotterdam   (Netherlands)

^e TINBERGEN INSTITUTE   (Netherlands)

^f UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Causality; Depth; Energy; Grains; Market liquidity

Indexed keywords

CAUSALITY; DEPTH; ENERGY; MARKET LIQUIDITY; OIL PRICES; OPEN INTEREST; TRADING VOLUMES;

COSTS; CRUDE OIL; ETHANOL; FINANCIAL DATA PROCESSING; GASOLINE; GRAIN (AGRICULTURAL PRODUCT);

COMMERCE;

CRUDE OIL; ENERGY CROP; ENERGY MARKET; ETHANOL; MAIZE; MARKET CONDITIONS; PRICE DETERMINATION; SOYBEAN;

GLYCINE MAX; ZEA MAYS;

EID: 84864828824     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.02.006     Document Type: Article

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