Causality-in-mean and causality-in-variance within the international steam coal market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jacek Białek, 2014. "Application of the Original Price Index Formula to Measuring the CPI’s Commodity Substitution Bias," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(1), pages 83-96, January.
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- Papież, Monika & Śmiech, Sławomir, 2015. "Dynamic steam coal market integration: Evidence from rolling cointegration analysis," Energy Economics, Elsevier, vol. 51(C), pages 510-520.
More about this item
KeywordsReturn and volatility linkages; Steam market integration; Cross-correlation; Granger causality; EGARCH;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
- Q37 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Issues in International Trade
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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