Work

Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks

Year: 2022

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2022.102910

Authors: Emmanuel Joel Aikins Abakah, Luis A. Gil-Alana, Trilochan Tripathy

Institutions: University of Ghana, Universidad Francisco de Vitoria, Universidad de Navarra, Xavier School of Management

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4289754698

FWCI: 0.741

Cites: 65

Cited by: 5

Related to: 10