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Non-renewable resource prices : a robust evaluation from the stationarity perspective
Presno, María José; Landajo, Manuel; Fernández, Paula - In: Resource and energy economics 36 (2014) 2, pp. 394-416
Persistent link: https://www.econbiz.de/10010391586
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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
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Nonrenewable Resource Prices : Deterministic or Stochastic Trends?
Lee, Junsoo; List, John A.; Strazicich, Mark C. - 2021
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/10013227016
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Nonrenewable resource prices : deterministic or stochastic trends?
Lee, Junsoo; List, John A.; Strazicich, Mark - 2005
Persistent link: https://www.econbiz.de/10003090623
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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
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Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette; Ohana, Steve - In: Risk management in commodity markets : from shipping to …, (pp. 183-205). 2008
Persistent link: https://www.econbiz.de/10003787698
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A reexamination of trends in primary commodity prices
Ghoshray, Atanu - In: Journal of development economics 95 (2011) 2, pp. 242-251
Persistent link: https://www.econbiz.de/10009261581
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On the prevalence of trends in primary commodity prices
Kellard, Neil; Wohar, Mark E. - In: Journal of development economics 79 (2006) 1, pp. 146-167
Persistent link: https://www.econbiz.de/10003226244
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Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar; Abrell, Jan; Neumann, Anne - In: Energy economics 59 (2016), pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
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RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming; Lee, Junsoo; Payne, James E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10011650185