Energy prices, multiple structural breaks, and efficient market hypothesis

Applied Energy

Volumn 86, Issue 4, 2009, Pages 466-479

  Lee, Chien Chiang ^a   Lee, Jun De ^a  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

Efficient market hypothesis; Energy prices; Multiple structural breaks; OECD; Panel data stationarity test

Indexed keywords

COMMERCE; COSTS; ECONOMICS; STATISTICS;

EFFICIENT MARKET HYPOTHESIS; ENERGY PRICES; OECD; STATIONARITY; STRUCTURAL BREAK;

ENERGY EFFICIENCY;

BOOTSTRAPPING; ENERGY EFFICIENCY; ENERGY MARKET; GROSS DOMESTIC PRODUCT; HYPOTHESIS TESTING; OECD; PRICE DYNAMICS;

EID: 58049176654     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apenergy.2008.10.006     Document Type: Article

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