Commodity Prices And Unit Root Tests
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DOI: 10.22004/ag.econ.20141
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- Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Tiwari, Aviral Kumar & Dutta, Subhendu & Dash, Aruna Kumar, 2017.
"Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India,"
Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 14(2), December.
- Aviral Kumar Tiwari & Subhendu Dutta & Aruna Kumar Dash, 2017. "Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 14(2), pages 63-81, December.
- Guillotreau, Patrice & Jiménez-Toribio, Ramón, 2011.
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- Patrice Guillotreau & Ramón Jiménez-Toribio, 2011. "The price effect of expanding fish auction markets," Post-Print peer-01053434, HAL.
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Research Methods/ Statistical Methods;Statistics
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