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Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity

Gupta, Rangan; Kean, Gbeada Josiane Seu Epse; Tsebe, … - In: Economia internazionale 68 (2015) 4, pp. 469-491

Persistent link: https://www.econbiz.de/10011428286

The evolution of commodity trios prices and causality equation : in structural break perspective

Pala, Aynur - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 335-340

Persistent link: https://www.econbiz.de/10014496302

Sharp breaks or smooth shifts? : an investigation of the evolution of primary commodity prices

Enders, Walter; Holt, Matthew T. - In: American journal of agricultural economics 94 (2012) 3, pp. 659-673

Persistent link: https://www.econbiz.de/10009576555

Bayesian model averaging and identification of structural breaks in time series

Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818

Persistent link: https://www.econbiz.de/10009380621

Breaks, trends and correlations in commodity prices in the very long-run

Awaworyi Churchill, Sefa; Inekwe, John Nkwoma; … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203009

Nonrenewable Resource Prices : Deterministic or Stochastic Trends?

Lee, Junsoo - 2005

In this paper we examine temporal properties of eleven natural resource real price series from 1870-1990 by employing a Lagrangian Multiplier unit root test that allows for two endogenously determined structural breaks with and without a quadratic trend. Contrary to previous research, we find...

Persistent link: https://www.econbiz.de/10012467192