The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Efe Caglar Cagli, Dilvin Taskin, Pınar Evrim Mandaci
| Year of publication: |
2019
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|---|---|
| Authors: | Cagli, Efe Çaglar ; Taskin, Dilvin ; Mandacı, Pınar Evrım |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-9
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| Subject: | Energy | Base metals | Market efficiency | Nonlinear cointegration | Nonparametric granger causality | Precious metals | Metallmarkt | Metal market | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Autokorrelation | Autocorrelation | Edelmetall | Precious metal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104540 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183301