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Formats:
prg
dht
Journals:
Journal of Applied Econometrics
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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