Browsing Business and Economics by Subject "Cointegration"
Now showing items 1-3 of 3
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The Crude Oil Price Influence on the Brazilian Industrial Production
(Scientific Research, 2017-04)The oil price is a relevant variable for economic policy makers in countries where this commodity is the main energy source as well as in other countries where crude oil is not the only energy source. The sudden variations ... -
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
(Scientific Research, 2018-02)The study was intended to reveal the relationship among the spot and future price of crude oil, which in turn will help in determining the prices of crude oil. While structuring a portfolio, high correlation among assets ... -
Short-Run and Long-Run Co-Movements in the Income-Consumption Relationship
(Scientific Research, 2018-04)The study uses the cointegration and common cycle analysis to test whether there are short-run and long-run co-movement relationships between incomes and varies consumption expenditure variables. The analysis aims ...