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Long-run drift, co-movement and persistence in real wheat and maize prices

Newbold, Paul; Rayner, Anthony J.; Kellard, Neil - In: Journal of agricultural economics 51 (2000) 1, pp. 106-121

Persistent link: https://www.econbiz.de/10001449573

How well are long run commodity price series characterised by trend components?

Newbold, Paul; Pfaffenzeller, Stephan; Rayner, Anthony J. - 2003

Persistent link: https://www.econbiz.de/10001830209

How well are long-run commodity price series characterized by trend components?

Newbold, Paul; Pfaffenzeller, Stephan; Rayner, Anthony J. - In: Journal of international development : the journal of … 17 (2005) 4, pp. 479-494

Persistent link: https://www.econbiz.de/10002805562

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; … - 2003

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices

Persistent link: https://www.econbiz.de/10014075120

[Rezension von: Mills, Terence C., Time series techniques for economists]

Newbold, Paul - In: Journal of economic literature 29 (1991) 4, pp. 1745-1746

Persistent link: https://www.econbiz.de/10001345012

Structural decomposition of time series with implications in economics, accounting, and finance research

Newbold, Paul - In: Review of quantitative finance and accounting 1 (1991) 3, pp. 259-279

Persistent link: https://www.econbiz.de/10001109915

Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series

Newbold, Paul - In: Journal of monetary economics 26 (1990) 3, pp. 453-457

Persistent link: https://www.econbiz.de/10001102477

Commodity futures returns : more memory than you might think!

Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483

Persistent link: https://www.econbiz.de/10011715477

Multistage optimization filter for trend-based short-term forecasting

Zafar, Usman; Kellard, Neil; Vinogradov, Dmitri V. - In: Journal of forecasting 41 (2022) 2, pp. 345-360

Persistent link: https://www.econbiz.de/10012817774

Using covariates to improve the efficacy of univariate bubble detection methods

Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366

Persistent link: https://www.econbiz.de/10014423733