Are commodity prices mean reverting?

Applied Financial Economics

Volumn 17, Issue 10, 2007, Pages 769-783

  Andersson, Henrik ^a  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY PRICE; RANDOM WALK METHOD; STATISTICAL ANALYSIS; STOCHASTICITY;

EID: 34447307659     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600749204     Document Type: Article

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