The Existence of Long Memory Property in OPEC Oil Prices
نویسندگان
چکیده
منابع مشابه
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Acute volatile movements in primary commodity prices have drawn enough interests from empirical researchers. Exports of these commodities account for the bulk of export earnings of developing countries. The traditional demand based framework has been unable to explain the marked deterioration in these prices during 1980s. This paper tries to ascertain the role played by real oil prices in expla...
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ژورنال
عنوان ژورنال: Asian Journal of Economic Modelling
سال: 2016
ISSN: 2313-2884,2312-3656
DOI: 10.18488/journal.8/2016.4.3/8.3.142.152