Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks
Adedoyin Isola Lawal, Abiola A. Babajide, Tony Ikechukwu Nwanji, Damilola Eluyela
| 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 | Einheitswurzeltest | Unit root test | Ölpreis | Oil price | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.6980 [DOI] hdl:11159/2686 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011954571