Long Memory and Change in Persistence in the Rare Earth Market Index-Reference-Cited by-同舟云学术

Long Memory and Change in Persistence in the Rare Earth Market Index

Published:2022-08-07 Issue:Early View Volume:4 Page:
ISSN:2652-6433
Container-title:Energy RESEARCH LETTERS
language:en
Short-container-title:

Author:

Assaf Ata¹,Mokni Khaled²,Gil-Alana Luis Alberiko³

Affiliation:

1. University of Balamand, Lebanon

2. Northern Border University, Saudi Arabia.

3. University of Navara, Spain

Abstract

This paper investigates long memory and change in persistence of the rare earth market index. We test for the presence of long memory, complemented with tests that account for regime change or breaks. Our findings confirm the presence of long memory in the rare earth market index, with the memory parameters increasing within two-regime schemes. A break in persistence is also estimated to have occurred on September 4, 2019.

Publisher

Asia-Pacific Applied Economics Association

Subject

General Medicine

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