On the short- and long-run efficiency of energy and precious metal markets
Year of publication: |
2013
|
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Authors: | Arouri, Mohamed ; Hammoudeh, Shawkat ; Lahiani, Amine ; Nguyen, Duc Khuong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 832-844
|
Subject: | Market efficiency | Precious metals | Energy markets | Linear and nonlinear ECM models | Linear ECM models | Nonlinear ECM models | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Theorie | Theory | Kointegration | Cointegration | Content Management | Content management |
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