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Citations for "Non-renewable resource prices: Deterministic or stochastic trends?"

by Lee, Junsoo & List, John A. & Strazicich, Mark C.

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  1. Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section E2007/26, Cardiff University, Cardiff Business School, Economics Section.
  2. Asa Löfgren & Katrin Millock & Celine Nauges, 2008. "The effect of uncertainty on pollution abatement investments: measuring hurdle rates for Swedish industry," Working Papers, Institut National de la Recherche Agronomique, France 24847, Institut National de la Recherche Agronomique, France.
  3. Noguera, José, 2013. "Oil prices: Breaks and trends," Energy Economics, Elsevier, Elsevier, vol. 37(C), pages 60-67.
  4. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 18(1), pages 23-40, February.
  5. Maslyuk, Svetlana & Smyth, Russell, 2008. "Unit root properties of crude oil spot and futures prices," Energy Policy, Elsevier, Elsevier, vol. 36(7), pages 2591-2600, July.
  6. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche, GREEN 0801, GREEN.
  7. Stavins, Robert N., 2010. "The Problem of the Commons: Still Unsettled after 100 Years," Working Paper Series, Harvard University, John F. Kennedy School of Government rwp10-042, Harvard University, John F. Kennedy School of Government.
  8. Marc Gronwald, 2011. "A Characterization of Oil Price Behavior - Evidence from Jump Models," CESifo Working Paper Series, CESifo Group Munich 3644, CESifo Group Munich.
  9. Ralf Becker & Junsoo Lee & Benton Gup, 2012. "An empirical analysis of mean reversion of the S&P 500’s P/E ratios," Journal of Economics and Finance, Springer, Springer, vol. 36(3), pages 675-690, July.
  10. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," Ifo Working Paper Series, Ifo Institute for Economic Research at the University of Munich Ifo Working Paper No. 75, Ifo Institute for Economic Research at the University of Munich.
  11. repec:clg:wpaper:2013-04 is not listed on IDEAS
  12. Lee, Chien-Chiang & Chang, Chun-Ping, 2008. "Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks," Economic Modelling, Elsevier, Elsevier, vol. 25(2), pages 312-325, March.
  13. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
  14. Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
  15. Chakravorty, Ujjayant & Leach, Andrew & Moreaux, Michel, 2009. ""Twin Peaks" in Energy Prices: A Hotelling Model with Pollution Learning," Working Papers, University of Alberta, Department of Economics 2009-10, University of Alberta, Department of Economics.
  16. Jing, Li & Thompson, Henry, 2010. "A Note on the Oil Price Trend and GARCH Shocks," MPRA Paper 20654, University Library of Munich, Germany.
  17. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers, Athens University of Economics and Business 1305, Athens University of Economics and Business.
  18. Cynthia Lin, C.-Y. & Wagner, Gernot, 2007. "Steady-state growth in a Hotelling model of resource extraction," Journal of Environmental Economics and Management, Elsevier, Elsevier, vol. 54(1), pages 68-83, July.
  19. Wirl, Franz, 2008. "Energy conservation, expectations and uncertainty," Energy Economics, Elsevier, Elsevier, vol. 30(4), pages 1957-1972, July.
  20. Presno, María José & Landajo, Manuel & Fernández, Paula, 2012. "Non-renewable resource prices. A robust evaluation from the stationarity perspective," MPRA Paper 42523, University Library of Munich, Germany.
  21. Martin Stürmer, 2013. "150 Years of Boom and Bust: What Drives Mineral Commodity Prices?," 2013 Papers, Job Market Papers pst529, Job Market Papers.
  22. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," Grantham Research Institute on Climate Change and the Environment Working Papers, Grantham Research Institute on Climate Change and the Environment 126, Grantham Research Institute on Climate Change and the Environment.
  23. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers, University of Connecticut, Department of Economics 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  24. Ghoshray, Atanu & Johnson, Ben, 2010. "Trends in world energy prices," Energy Economics, Elsevier, Elsevier, vol. 32(5), pages 1147-1156, September.
  25. Presno, María José & Landajo, Manuel & Fernández, Paula, 2014. "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, Elsevier, vol. 36(2), pages 394-416.
  26. Brittle, Shane, 2009. "Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp09-10, School of Economics, University of Wollongong, NSW, Australia.
  27. Shafiee, Shahriar & Topal, Erkan, 2010. "An overview of global gold market and gold price forecasting," Resources Policy, Elsevier, Elsevier, vol. 35(3), pages 178-189, September.
  28. Vinod Mishra & Russell Smyth, 2014. "Unit root properties of natural gas spot and futures prices: The relevance of heteroskedasticity in high frequency data," Development Research Unit Working Paper Series, Monash University, Department of Economics 20-14, Monash University, Department of Economics.
  29. Chen, Shyh-Wei & Lin, Shih-Mo, 2014. "Non-linear dynamics in international resource markets: Evidence from regime switching approach," Research in International Business and Finance, Elsevier, Elsevier, vol. 30(C), pages 233-247.
  30. Shafiee, Shahriar & Topal, Erkan, 2008. "An econometrics view of worldwide fossil fuel consumption and the role of US," Energy Policy, Elsevier, Elsevier, vol. 36(2), pages 775-786, February.
  31. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Energy prices, multiple structural breaks, and efficient market hypothesis," Applied Energy, Elsevier, Elsevier, vol. 86(4), pages 466-479, April.
  32. Markus Ludwig, . "The Visible Hand: National Oil Companies, Oil Supply and the Ermergence of the Hotelling Rent," Working papers, Faculty of Business and Economics - University of Basel 2012/11, Faculty of Business and Economics - University of Basel.
  33. Mariam Camarero & Yurena Mendoza & Javier Ordóñez, 2011. "Re-examining CO2 emissions. Is the assessment of convergence meaningless?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) 2011/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  34. Ibrahim Abada & Pierre-André Jouvet, 2013. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers, Chaire Economie du Climat 1308, Chaire Economie du Climat.
  35. Margaret E. Slade & Henry Thille, 2009. "Whither Hotelling: Tests of the Theory of Exhaustible Resources," Annual Review of Resource Economics, Annual Reviews, Annual Reviews, vol. 1(1), pages 239-259, 09.
  36. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, Elsevier, vol. 88(1), pages 409-416, January.
  37. Martin Stuermer & Gregor Schwerhoff, 2013. "Technological change in resource extraction and endogenous growth," Bonn Econ Discussion Papers, University of Bonn, Germany bgse12_2013, University of Bonn, Germany.
  38. Martin Stürmer & Gregor Schwerhoff, 2012. "Non-Renewable but Inexhaustible – Resources in an Endogenous Growth Model," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2012_09, Max Planck Institute for Research on Collective Goods.
  39. Wirl, Franz, 2008. "Why do oil prices jump (or fall)?," Energy Policy, Elsevier, Elsevier, vol. 36(3), pages 1029-1043, March.
  40. Aleksandar Zaklan & Jan Abrell & Anne Neumann, 2011. "Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1152, DIW Berlin, German Institute for Economic Research.
  41. Simon Price, 2010. "Discussion of Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, Reserve Bank of Australia, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  42. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, Elsevier, vol. 95(2), pages 242-251, July.
  43. Pieschacón, Anamaría, 2012. "The value of fiscal discipline for oil-exporting countries," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(3), pages 250-268.
  44. Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
  45. Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers, Reserve Bank of Australia rdp2013-10, Reserve Bank of Australia.
  46. Nikolaos Kourogenis & Phoebe Koundouri, . "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers, Athens University of Economics and Business 1022, Athens University of Economics and Business.
  47. repec:hal:journl:halshs-00343702 is not listed on IDEAS