原油现货和期货价格关系：协整，线性和非线性因果关系外文翻译.doc

原油现货和期货价格关系：协整，线性和非线性因果关系外文翻译 外文题目:The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 出 处:Energy Economics 作 者:Stelios D.Bekiros , Cees G.H Diks原 文: The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality! Abstract The present study investigates the linear and nonlinear causal linkages between daily spot and futures prices for maturities of one, two, three and four months of West Texas Intermediate WTI crude oil. The data cover two periods October 1991-October