Gil-Alana, Luis A.; De Gracia, Fernando Perez; Gupta, Rangan(Elsevier, 2016-03)
This study reexamines the issue of persistence in carbon emission allowance spot prices, using daily data, and covering the period from 28/2/2007 to 14/05/2014. For this purpose we use techniques based on the concept of ...
Gil-Alana, Luis A.; Gupta, Rangan; De Gracia, Fernando Perez(Routledge, 2016-07)
The objective of this study is to provide a direct estimate of the degree of persistence of
measures of nominal and real house prices for the US economy, covering the longest possible
annual sample of data, namely ...
