1.
Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forec[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
2.
We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverti[...]
2012 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
3.
The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices. The mo[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |