On the short- and long-run efficiency of energy and precious metal markets

Author:

Arouri Mohamed El HediORCID,Hammoudeh Shawkat,Lahiani Amine,Nguyen Duc Khuong

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference68 articles.

1. Efficiency of the silver futures market: an empirical study using daily data;Aggarwal;J. Bank. Financ.,1987

2. Forecasting commodity prices with nonlinear models;Ahti,2009

3. Short-term predictability of crude oil markets: a detrended fluctuation analysis approach;Alvarez-Ramirez;Energy Econ.,2008

4. Crude oil market efficiency and modeling: insights from the multiscaling autocorrelation pattern;Alvarez-Ramirez;Energy Econ.,2010

5. Further evidence on the great crash, the oil price shock, and the unit root hypothesis;Andrews;J. Bus. Econ. Stat.,1992

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