How well are long-run commodity price series characterized by trend components?

Journal of International Development

Volumn 17, Issue 4, 2005, Pages 479-494

  Newbold, Paul ^a   Pfaffenzeller, Stephan ^b   Rayner, Anthony ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b UNIVERSITY OF LIVERPOOL MANAGEMENT SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; PRICE DYNAMICS; THEORETICAL STUDY;

EID: 18844364267     PISSN: 09541748     EISSN: None     Source Type: Journal    
DOI: 10.1002/jid.1139     Document Type: Article

References (23)

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