Stationarity in the Prices of Energy Commodities. A Nonparametric Approach
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 the series are classical nonrenewable, GHG-emissions-intensive resources (coal, cru...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-06-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/14/11/3324 |