On the short- and long-run efficiency of energy and precious metal markets

  • Mohamed El Hedi Arouri, Shawkat Hammoudeh, Amine Lahiani, Khuong Ngu
  • Published 2013

Abstract

This article contributes to the related literature by empirically investigating the efficiency of nine energy and precious metal markets over the last decades, employing several pronounced models. We test for both the shortand the long-run efficiency using, in addition to linear cointegration models, nonlinear cointegration and errorcorrection models (ECM… (More)

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