Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
| dc.contributor.author | Gupta, Rangan | |
| dc.contributor.author | Seu Epse Kean, Gbeada Josiane | |
| dc.contributor.author | Tsebe, Mpho Asnath | |
| dc.contributor.author | Tsoanamatsie, Nthabiseng | |
| dc.contributor.author | Sato, Joao Ricard | |
| dc.contributor.email | rangan.gupta@up.ac.za | en_ZA |
| dc.date.accessioned | 2016-08-19T12:39:47Z | |
| dc.date.available | 2016-08-19T12:39:47Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | Please read abstract in article. | en_ZA |
| dc.description.department | Economics | en_ZA |
| dc.description.librarian | am2016 | en_ZA |
| dc.description.uri | http://www.ge.camcom.gov.it/IT/Page/t01/view_html?idp=555 | en_ZA |
| dc.identifier.citation | Gupta, R, Seu Epse Kean, GJ, Tsebe, MA, Tsoanamatsie, N & Ricardo, SJ 2015, 'Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity', Economia Internazionale, vol. 68, pp. 469-491. | en_ZA |
| dc.identifier.issn | 0012-981X | |
| dc.identifier.uri | http://hdl.handle.net/2263/56426 | |
| dc.language.iso | en | en_ZA |
| dc.publisher | Camera di Commercio, Industria, Artigianato e | en_ZA |
| dc.rights | Camera di Commercio, Industria, Artigianato e | en_ZA |
| dc.subject | Oil prices | en_ZA |
| dc.subject | Commodity prices | en_ZA |
| dc.subject | Stability | en_ZA |
| dc.subject | Causality | en_ZA |
| dc.subject | Linear | en_ZA |
| dc.subject | Time-varying | en_ZA |
| dc.title | Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity | en_ZA |
| dc.type | Postprint Article | en_ZA |