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Abstract:
This article uses quantile regression and Granger Causal Relation Test modeling analysis of time series data to find out the price of crude oil influence on the price of coal. Results show that there is asymmetric relationship between the crude oil price and the price of coal, when the coal price is in a low number, the impact of crude oil price on coal price is significant, however with quantile values become larger, the price of crude oil and coal prices gradually decoupling. © 2021 ACM.
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Year: 2021
Page: 421-424
Language: English
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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