A Study of the Dynamic Relationship between Crude Oil Price and the Steel Price Index
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References listed on IDEAS
- Hansen, Bruce E & West, Kenneth D, 2002. "Generalized Method of Moments and Macroeconomics," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 460-469, October.
- Cullinane, Kevin, 1995. "A portfolio analysis of market investments in dry bulk shipping," Transportation Research Part B: Methodological, Elsevier, vol. 29(3), pages 181-200, June.
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
More about this item
KeywordsBulk shipping; Crude oil price; Steel price index; VARMA;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
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