Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks

Measurement of Linear Dependence and Feedback between Multiple Time Series

John Geweke · Journal of the American Statistical Association · 1982 · 1.9K citations

Engineering, Measurement, Linear System +19

Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?

Severin Borenstein, A. Colin Cameron, Richard J. Gilbert · The Quarterly Journal of Economics · 1997 · 1K citations

Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung, Bertrand Candelon · Journal of Econometrics · 2005 · 894 citations

Economics, Business, Econometrics +7

Asymmetric causality tests with an application

Abdulnasser Hatemi‐J · Empirical Economics · 2011 · 837 citations

Economics, Asymmetric Causality Tests, Experimental Economics +9

Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm

Lean Yu, Shouyang Wang, Kin Keung Lai · Energy Economics · 2008 · 692 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +8