Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks
Year of publication: |
2018
|
---|---|
Authors: | Lawal, Adedoyin Isola ; Babajide, Abiola ; Nwanji, Tony Ikechukwu ; Eluyela, Damilola |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 6, p. 292-298
|
Subject: | Oil Prices | Market Efficiency | Fourier Analysis | Unit Root Tests | Energy | Ölpreis | Oil price | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Ölmarkt | Oil market | OECD-Staaten | OECD countries |
-
Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
Banerjee, Piyali, (2017)
-
Unemployment persistence in OECD countries after the Great Recession
Marques, André de Mattos, (2016)
-
Unemployment persistence in OECD countries after the Great Recession
Marques, André de Mattos, (2017)
- More ...
-
Economic growth, exchange rate and remittance nexus: Evidence from Africa
Lawal, Adedoyin Isola, (2022)
-
Lawal, Adedoyin Isola, (2018)
-
Re-examining stock market efficiency in Nigeria using nonlinear unit root tests
Lawal, Adedoyin Isola, (2019)
- More ...