We study causal relations between the return of Brent crude and the oil-intensive equity indices (agricultural, construction, industrial and transportation) in China using daily data from 2005 to 2019. We unite the extensive Granger causality tests…
We study causal relations between the return of Brent crude and the oil-intensive equity indices (agricultural, construction, industrial and transportation) in China using daily data from 2005 to 2019. We unite the extensive Granger causality tests…