Jin, Xin2020-03-072020-03-072019-02-01Jin, 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.2018.09.0020261-5606Mendeley: a897a108-fced-358a-adab-6e8d0cb61c6ahttps://hdl.handle.net/2164/13838This 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.18343053engcommodity spot pricecommodity inventoryexpectations shockdynamic equilibrium modelstate space modelDynamic equilibrium modelCommodity inventoryState space modelExpectations shockCommodity spot priceHB Economic TheoryEconomics and EconometricsFinanceHBJournal article10.1016/j.jimonfin.2018.09.002http://www.scopus.com/inward/record.url?scp=85054036443&partnerID=8YFLogxKhttp://www.mendeley.com/research/role-market-expectations-commodity-price-dynamics-evidence-oil-data90