Time-varying long-run mean of commodity prices and the modeling of futures term structures
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- repec:dau:papers:123456789/13631 is not listed on IDEAS
- Almansour, Abdullah, 2016. "Convenience yield in commodity price modeling: A regime switching approach," Energy Economics, Elsevier, vol. 53(C), pages 238-247.
- Suenaga, Hiroaki, 2013. "Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 53-66.
- repec:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0569-x is not listed on IDEAS
- repec:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y is not listed on IDEAS
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