@misc{CaporinCostola2021,
  author    = {Massimiliano Caporin and Michele Costola},
  title     = {Time-varying granger causality tests for applications in global crude oil markets: a study on the DCC-MGARCH Hong test},
  booktitle = {SAFE working paper ; No. 324},
  url       = {https://ssrn.com/abstract=3941778},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {324},
  type      = {workingpaper},
  pages     = {33},
  year        = {2021},
}