Market efficiency in non-renewable resource markets : evidence from stationarity tests with structural changes
Year of publication: |
2023
|
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Authors: | Kara, Alper ; Yildirim, Dilem ; Tunç, Gül Ipek |
Published in: |
Mineral economics : raw materials report. - Berlin : Springer, ISSN 2191-2211, ZDB-ID 2628059-0. - Vol. 36.2023, 2, p. 279-290
|
Subject: | Long-run variance estimation | Market efficiency | Non-renewable resource price | Stationarity test | Structural change | Erschöpfbare Ressourcen | Exhaustible resources | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | Structural break | Strukturwandel | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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