Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes
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DOI: 10.1007/s13563-022-00312-8
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More about this item
Keywords
Long-run variance estimation; Market efficiency; Non-renewable resource price; Stationarity test; Structural change;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
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