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A Co Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices

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Figure

Table 1. Results obtained from the E-G test.
Table 2. Results obtained from Johansen co-integration test.
Figure 3. Four co-integrating relations obtained using the Johansen’s trace test.
Table 3 which reports the multivariate extensions of the JB residual normality
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