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Citations for "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?"

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

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  1. Lean, Hooi Hooi & Smyth, Russell, 2014. "Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks," MPRA Paper 59121, University Library of Munich, Germany.
  2. Ntantamis, Christos & Zhou, Jun, 2015. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, vol. 43(C), pages 61-81.
  3. Stavins, Robert Norman, 2010. "The Problem of the Commons: Still Unsettled After 100 Years," Scholarly Articles 4450130, Harvard Kennedy School of Government.
  4. Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
  5. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  6. Markus Ludwig, . "The Visible Hand: National Oil Companies, Oil Supply and the Ermergence of the Hotelling Rent," Working papers 2012/11, Faculty of Business and Economics - University of Basel.
  7. 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, vol. 30(C), pages 233-247.
  8. Martin Stuermer & Gregor Schwerhoff, 2013. "Technological change in resource extraction and endogenous growth," Bonn Econ Discussion Papers bgse12_2013, University of Bonn, Germany.
  9. Stuermer, Martin, 2014. "150 years of boom and bust: what drives mineral commodity prices?," Working Papers 1414, Federal Reserve Bank of Dallas.
  10. Åsa Löfgren & Katrin Millock & Céline Nauges, 2008. "The Effect of Uncertainty on Pollution Abatement Investments: Measuring Hurdle Rates for Swedish Industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00343702, HAL.
  11. Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40-07, Monash University, Department of Economics.
  12. Margaret E. Slade & Henry Thille, 2009. "Whither Hotelling: Tests of the Theory of Exhaustible Resources," Annual Review of Resource Economics, Annual Reviews, vol. 1(1), pages 239-259, 09.
  13. Jing Li & Henry Thompson, 2010. "A Note on the Oil Price Trend and GARCH Shocks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 159-166.
  14. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "OPEC and non-OPEC oil production and the global economy," MPRA Paper 59527, University Library of Munich, Germany.
  15. Wirl, Franz, 2008. "Energy conservation, expectations and uncertainty," Energy Economics, Elsevier, vol. 30(4), pages 1957-1972, July.
  16. Wirl, Franz, 2008. "Why do oil prices jump (or fall)?," Energy Policy, Elsevier, vol. 36(3), pages 1029-1043, March.
  17. Shafiee, Shahriar & Topal, Erkan, 2008. "An econometrics view of worldwide fossil fuel consumption and the role of US," Energy Policy, Elsevier, vol. 36(2), pages 775-786, February.
  18. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Energy prices, multiple structural breaks, and efficient market hypothesis," Applied Energy, Elsevier, vol. 86(4), pages 466-479, April.
  19. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers 1305, Athens University of Economics and Business.
  20. Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
  21. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  22. Gronwald, Marc, 2012. "A characterization of oil price behavior — Evidence from jump models," Energy Economics, Elsevier, vol. 34(5), pages 1310-1317.
  23. John Boyce, 2013. "Biased Technological Change and the Relative Abundance of Natural Resources," Working Papers 2013-04, Department of Economics, University of Calgary.
  24. Chakravorty, Ujjayant & Leach, Andrew & Moreaux, Michel, 2008. ""Twin Peaks" in Energy Prices: A Hotelling Model with Pollution and Learning," IDEI Working Papers 52, Institut d'Économie Industrielle (IDEI), Toulouse.
  25. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," GRI Working Papers 126, Grantham Research Institute on Climate Change and the Environment.
  26. Pieschacón, Anamaría, 2012. "The value of fiscal discipline for oil-exporting countries," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 250-268.
  27. Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
  28. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  29. Ghoshray, Atanu & Johnson, Ben, 2010. "Trends in world energy prices," Energy Economics, Elsevier, vol. 32(5), pages 1147-1156, September.
  30. 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 1308, Chaire Economie du Climat.
  31. Lee, Chien-Chiang & Chang, Chun-Ping, 2008. "Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks," Economic Modelling, Elsevier, vol. 25(2), pages 312-325, March.
  32. 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 1152, DIW Berlin, German Institute for Economic Research.
  33. 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.
  34. Paresh Kumar Narayan & Ruipeng Liu, 2010. "Are Shocks to Commodity Prices Persistent?," Economics Series 2010_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  35. Brittle, Shane, 2009. "Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia," Economics Working Papers wp09-10, School of Economics, University of Wollongong, NSW, Australia.
  36. Vinod Mishra & Russell Smyth, 2014. "Unit root properties of natural gas spot and futures prices: The relevance of heteroskedasticity in high frequency data," Monash Economics Working Papers 20-14, Monash University, Department of Economics.
  37. Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain, 2009. "Non-renewable Resource Prices: Structural Breaks and Long Term Trends," MPRA Paper 16948, University Library of Munich, Germany.
  38. Cynthia Lin, C.-Y. & Wagner, Gernot, 2007. "Steady-state growth in a Hotelling model of resource extraction," Journal of Environmental Economics and Management, Elsevier, vol. 54(1), pages 68-83, July.
  39. Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
  40. Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers rdp2013-10, Reserve Bank of Australia.
  41. Chakravorty, Ujjayant & Leach, Andrew & Moreaux, Michel, 2009. ""Twin Peaks" in Energy Prices: A Hotelling Model with Pollution Learning," Working Papers 2009-10, University of Alberta, Department of Economics.
  42. repec:hal:journl:halshs-00343702 is not listed on IDEAS
  43. Shafiee, Shahriar & Topal, Erkan, 2010. "An overview of global gold market and gold price forecasting," Resources Policy, Elsevier, vol. 35(3), pages 178-189, September.
  44. 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 2012_09, Max Planck Institute for Research on Collective Goods.
  45. Nikolaos Kourogenis & Phoebe Koundouri, . "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
  46. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," Ifo Working Paper Series Ifo Working Paper No. 75, Ifo Institute for Economic Research at the University of Munich.
  47. Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
  48. 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, vol. 18(1), pages 23-40, February.
  49. Mariam Camarero & Yurena Mendoza & Javier Ordóñez, 2011. "Re-examining CO2 emissions. Is the assessment of convergence meaningless?," Working Papers 2011/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  50. Simon Price, 2010. "Discussion of Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  51. Presno, María José & Landajo, Manuel & Fernández, Paula, 2014. "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, vol. 36(2), pages 394-416.
  52. 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, vol. 36(3), pages 675-690, July.
  53. Noguera, José, 2013. "Oil prices: Breaks and trends," Energy Economics, Elsevier, vol. 37(C), pages 60-67.
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