Persistence in Commodity Prices

Gil-Alana, LA; de Villanueva, CF

Gil-Alana, LA (通讯作者),Univ Navarra, Dept Econ, Econometr, Pamplona, Spain.;Gil-Alana, LA (通讯作者),Univ Navarra, Navarra Ctr Int Dev NICD, Pamplona, Spain.;Gil-Alana, LA (通讯作者),Univ Francisco Vitoria, Madrid, Spain.

JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS, 2022; 47 (2): 262

Abstract

This paper deals with the analysis of world commodity prices by examining 15 categories ofcommodity prices using fractional integration and including ......

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