The Evolution of Commodity Trios Prices and Causality Equation: In Structural Break Perspective
This paper aims to examine the evolution of the commodity trios prices and relation among in structural break perspective for the period of 1991-2020. We used factor analysis, linearity, structural break, unit-root, cointegration tests and causality method were applied. Bai-Perron (2003) test resul...
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| Format: | Article |
| Language: | English |
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EconJournals
2024-03-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/15587 |