Jin, Xin2018-01-262018-01-262017-09-12Jin, 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. 1-47.0143-4543http://hdl.handle.net/2164/9946This is an updated version of the paper previously circulated as Discussion Paper in Economics No 16-10 (ISSN 0143-4543).47532874engcommodity spot pricecommodity inventoryexpectations shockdynamic equilibrium modelstate space modelHB Economic TheoryEconomics, Econometrics and Finance(all)HBWorking or discussion paper177