The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models

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Date
2019
Author
Cagli, E.C.
Taskin, D.
Evrim Mandaci, P.
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Abstract
The aim of this paper is to investigate the long and short-run relationship between spot and futures prices of the energy, precious metals, and base metals markets. We analyze daily data from January 1985 to February 2019. The empirical findings based on
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-85073991682&doi=10.1016%2fj.eneco.2019.104540&partnerID=40&md5=fd370d94d25717ef4fc196129db5e681
https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/9794
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