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Are shocks to commodity prices persistent?

Paresh Narayan () and Ruipeng Liu

Working Papers from Deakin University, Department of Economics

Keywords: commodity prices; unit root test; GARCH (search for similar items in EconPapers)
Date: 2010-01-01
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http://dx.doi.org/10.1016/j.apenergy.2010.07.032

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Journal Article: Are shocks to commodity prices persistent? (2011) Downloads
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