Showing 21 - 30 of 75,788
Persistent link: https://www.econbiz.de/10012521669
Persistent link: https://www.econbiz.de/10011799166
Persistent link: https://www.econbiz.de/10014452468
Persistent link: https://www.econbiz.de/10014448291
Persistent link: https://www.econbiz.de/10013373168
Persistent link: https://www.econbiz.de/10013464578
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/10010504771
Persistent link: https://www.econbiz.de/10010505172
Persistent link: https://www.econbiz.de/10012696777