Stationarity in the Prices of Energy Commodities. A Nonparametric Approach
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DOI: 10.3390/en14113324
Abstract: In this paper, we address the classical problem of testing for stationarity in the prices of energy-related commodities. A panel of fourteen time series of monthly prices is analyzed for the 1980–2020 period. Nine of… read more here.
Keywords: stationarity prices; energy commodities; commodities nonparametric; stationarity ... See more keywords