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Volumes:
10
Journals:
Journal of Applied Econometrics
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Christopher L. Gilbert
Modelling market fundamentals: A model of the aluminium market (replication d...
The standard approach to modelling primary commodity markets under rational expectations is to relate the commodity price to the production and consumption surprises (i.e. the...
DOI:10.15456/jae.2022313.1131312538
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