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dc.contributor.authorJin, Xin
dc.date.accessioned2018-01-26T09:40:10Z
dc.date.available2018-01-26T09:40:10Z
dc.date.issued2017-09-12
dc.identifier.citationJin , X 2017 ' The Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Data ' Discussion Paper in Economics , no. 7 , vol. 17 , University of Aberdeen Business School , Aberdeen , pp. 1-47 .en
dc.identifier.issn0143-4543
dc.identifier.otherPURE: 115117840
dc.identifier.otherPURE UUID: b000c537-fc36-467d-9ad7-2f9aac3cf3de
dc.identifier.otherScopus: 85006607649
dc.identifier.urihttp://hdl.handle.net/2164/9946
dc.descriptionThis is an updated version of the paper previously circulated as Discussion Paper in Economics No 16-10 (ISSN 0143-4543).en
dc.format.extent47
dc.language.isoeng
dc.publisherUniversity of Aberdeen Business School
dc.relation.ispartofen
dc.relation.ispartofseriesDiscussion Paper in Economicsen
dc.subjectcommodity spot priceen
dc.subjectcommodity inventoryen
dc.subjectexpectations shocken
dc.subjectdynamic equilibrium modelen
dc.subjectstate space modelen
dc.subjectHB Economic Theoryen
dc.subjectEconomics, Econometrics and Finance(all)en
dc.subject.lccHBen
dc.titleThe Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Dataen
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen.Energyen
dc.contributor.institutionUniversity of Aberdeen.Economicsen
dc.contributor.institutionUniversity of Aberdeen.Centre for Energy Transitionen
dc.contributor.institutionUniversity of Aberdeen.Business and Management Studiesen
dc.description.versionPublisher PDFen


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