The Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Data
| dc.contributor.author | Jin, Xin | |
| dc.contributor.institution | University of Aberdeen.Energy | en |
| dc.contributor.institution | University of Aberdeen.Economics | en |
| dc.contributor.institution | University of Aberdeen.Centre for Energy Transition | en |
| dc.date.accessioned | 2018-01-26T09:40:10Z | |
| dc.date.available | 2018-01-26T09:40:10Z | |
| dc.date.issued | 2017-09-12 | |
| dc.description | This is an updated version of the paper previously circulated as Discussion Paper in Economics No 16-10 (ISSN 0143-4543). | en |
| dc.format.extent | 47 | |
| dc.format.extent | 532874 | |
| dc.identifier | 115117840 | |
| dc.identifier | b000c537-fc36-467d-9ad7-2f9aac3cf3de | |
| dc.identifier | 85006607649 | |
| dc.identifier.citation | Jin, 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.iss | 7 | en |
| dc.identifier.issn | 0143-4543 | |
| dc.identifier.uri | http://hdl.handle.net/2164/9946 | |
| dc.identifier.vol | 17 | en |
| dc.language.iso | eng | |
| dc.publisher | University of Aberdeen: Business School | |
| dc.relation.ispartof | en | |
| dc.relation.ispartofseries | Discussion Paper in Economics | en |
| dc.subject | commodity spot price | en |
| dc.subject | commodity inventory | en |
| dc.subject | expectations shock | en |
| dc.subject | dynamic equilibrium model | en |
| dc.subject | state space model | en |
| dc.subject | HB Economic Theory | en |
| dc.subject | Economics, Econometrics and Finance(all) | en |
| dc.subject.lcc | HB | en |
| dc.title | The Role of Market Expectations in Commodity Price Dynamics : Evidence from Oil Data | en |
| dc.type | Working or discussion paper | en |