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dc.contributor.authorJin, Xin
dc.date.accessioned2020-03-07T00:02:31Z
dc.date.available2020-03-07T00:02:31Z
dc.date.issued2019-02-01
dc.identifier.citationJin , X 2019 , ' The Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Data ' , Journal of International Money and Finance , vol. 90 , pp. 1-18 . https://doi.org/10.1016/j.jimonfin.2018.09.002en
dc.identifier.issn0261-5606
dc.identifier.otherPURE: 132344751
dc.identifier.otherPURE UUID: 6a2d8437-4541-4993-b33e-7fe99a0ba94f
dc.identifier.otherScopus: 85054036443
dc.identifier.otherMendeley: a897a108-fced-358a-adab-6e8d0cb61c6a
dc.identifier.urihttps://hdl.handle.net/2164/13838
dc.descriptionThis is an updated version of the paper previously circulated as University of Aberdeen Business School Discussion Paper in Economics No 16-10 (ISSN 0143-4543). The author is grateful to Nathan Balke at Southern Methodist University for advice and suggestions. All errors and mistakes are the author’s.en
dc.format.extent18
dc.language.isoeng
dc.relation.ispartofJournal of International Money and Financeen
dc.rights© 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.subjectcommodity spot priceen
dc.subjectcommodity inventoryen
dc.subjectexpectations shocken
dc.subjectdynamic equilibrium modelen
dc.subjectstate space modelen
dc.subjectDynamic equilibrium modelen
dc.subjectCommodity inventoryen
dc.subjectState space modelen
dc.subjectExpectations shocken
dc.subjectCommodity spot priceen
dc.subjectHB Economic Theoryen
dc.subjectEconomics and Econometricsen
dc.subjectFinanceen
dc.subject.lccHBen
dc.titleThe Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Dataen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Centre for Energy Transitionen
dc.contributor.institutionUniversity of Aberdeen.Economicsen
dc.contributor.institutionUniversity of Aberdeen.Business and Management Studiesen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.jimonfin.2018.09.002
dc.date.embargoedUntil2020-03-07
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85054036443&partnerID=8YFLogxKen
dc.identifier.urlhttp://www.mendeley.com/research/role-market-expectations-commodity-price-dynamics-evidence-oil-dataen


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