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
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://dx.doi.org/10.1016/j.apenergy.2010.07.032

Related works:
Journal Article: Are shocks to commodity prices persistent? (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:econwp:eco_2010_02

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().