Are shocks to commodity prices persistent?

Narayan, Paresh Kumar and Liu, Ruipeng 2010, Are shocks to commodity prices persistent?, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Are shocks to commodity prices persistent?
Author(s) Narayan, Paresh Kumar
Liu, RuipengORCID iD for Liu, Ruipeng orcid.org/0000-0003-4174-6135
Publication date 2010
Total pages 29
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) commodity prices
unit root test
GARCH
RePEc:dkn:econwp:eco_2010_02
Notes This working paper was later published in the journal 'Applied Energy' and is available online: http://dx.doi.org/10.1016/j.apenergy.2010.07.032
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30034372
Copyright notice ©2010, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105881

Document type: Report
Collection: RePEc Working Papers
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