Breaks, trends and correlations in commodity prices in the very long-run
Sefa Awaworyi-Churchill, John Inekwe, Kris Ivanovski, Russell Smyth
| Year of publication: |
2022
|
|---|---|
| Authors: | Awaworyi Churchill, Sefa ; Inekwe, John Nkwoma ; Ivanovski, Kris ; Smyth, Russell |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-14
|
| Subject: | Commodity prices | Correlation | Multiple structural breaks | Stationary tests | Rohstoffpreis | Commodity price | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Korrelation | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105933 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013203009