The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models-Reference-Cited by-同舟云学术

The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models

Published:2019-10 Issue: Volume:84 Page:104540
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Cagli Efe Caglar^ORCID,Taskin Dilvin,Evrim Mandaci Pınar

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference47 articles.

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3. On the short- and long-run efficiency of energy and precious metal markets;Arouri;Energy Econ.,2013

4. Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance;Asai;J. Econometr.,2015

5. Realized stochastic volatility with general asymmetry and long memory;Asai;J. Econometr.,2017

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