Showing 1 - 10 of 8,151
Persistent link: https://www.econbiz.de/10014583405
Persistent link: https://www.econbiz.de/10012879018
Persistent link: https://www.econbiz.de/10012807724
Persistent link: https://www.econbiz.de/10013287989
Persistent link: https://www.econbiz.de/10012198434
Persistent link: https://www.econbiz.de/10011470985
In this paper, we propose an easy-to-use yet comprehensive model for a system of cointegrated commodity prices. While retaining the exponential affine structure of previous approaches, our model allows for an arbitrary number of cointegration relationships. We show that the cointegration...
Persistent link: https://www.econbiz.de/10011507774
Persistent link: https://www.econbiz.de/10013191983
Persistent link: https://www.econbiz.de/10011673677
Persistent link: https://www.econbiz.de/10011966749