E-28903 Getafe (Madrid)
Universidad Carlos III de Madrid
in Total Papers Citations
Backwardation, Cointegration, Commodity Markets, Contango, Convenience Yield, Future Prices, Permanent-Transitory Decomposition, Price Discovery
Endogeneity, Persistence, Return Predictability, Threshold Models
Unit root tests, structural breaks, fractional integration, long memory
Deterministic components, Dickey-Fuller test, fractionally Dickey-Fuller test, fractional processes, long memory, trends, unit roots
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impulse response function, local projection, shock, fiscal policy, monetary policy
File name: OBES.pdf
File name: IERE.pdf
price idiscovery, future prices, commodity markets
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