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Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan; Xiong, Tao - In: Economic modelling 94 (2021), pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
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Modelowanie ryzyka na rynku metali
Krężołek, Dominik Mateusz - 2020
Persistent link: https://www.econbiz.de/10012310429
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Commodities: flight in precious metals
In: Intereconomics : review of European economic policy 9 (1974) 4, pp. 101
Persistent link: https://www.econbiz.de/10011587958
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Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
Park, Jin Suk; Shi, Yukun - In: International review of financial analysis 54 (2017), pp. 176-191
Persistent link: https://www.econbiz.de/10011878213
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Revisiting super-cycles in commodity prices
Erdem, Fatma Pınar; Unalmiş, İbrahim - In: Central Bank review / The Central Bank of the Republic … 16 (2016) 4, pp. 137-142
Persistent link: https://www.econbiz.de/10011775126
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Examining the metal futures price discovery in China from multi-scale time
Zhu, Yongguang; Li, Ya; Gong, Yuna; Xu, Deyi - In: Mineral economics : raw materials report 37 (2024) 1, pp. 173-188
Persistent link: https://www.econbiz.de/10014536735
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Cross-commodity hedging for illiquid futures : evidence from China's base metal futures market
Chen, Xiangyu; Tongurai, Jittima - In: Global finance journal 49 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012887173
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Bias in Dynamic Panel Models Under Time Series Misspecification
Lee, Yoonseok - 2011
We consider within-group estimation of higher-order autoregressive panel models with exogenous regressors and fixed …
Persistent link: https://www.econbiz.de/10014182069
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The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Alvarez de Pedro, Javier; Arellano, Manuel - 1999
In this paper we derive the asymptotic properties of within groups (WG), GMM and LIML estimators for an autoregressive model with random effects when both T and N tend to infinity. GMM and LIML are consistent and asymptotically equivalent to the WG estimator. When T/N-0 the fixed T results for...
Persistent link: https://www.econbiz.de/10014205036
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Smoothing Local-to-Moderate Unit Root Theory
Phillips, Peter C. B.; Magdalinos, Tassos; Giraitis, Liudas - 2008
A limit theory is established for autoregressive time series that smooths the transition between local and moderate …. Edgeworth expansions of the limit theory are given. These expansions show that the limit theory that holds for values of the …
Persistent link: https://www.econbiz.de/10014217970