Commodity Prices and Unit Root Tests

By Dabin Wang, W. Tomek. 2007

174 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/776cd1c1dc89427879727c77f92c526cc1cf3656

How researchers see this paper

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In Economics and Econometrics

1. Scott H. Irwin
2. Philip Garcia
3. Xiaoli L. Etienne
4. D. R. Sanders
5. L. Gutierrez
6. Ing-Haw Cheng

Citations in the corpus

• Rising Food Prices, Food Price Volatility, and Social Unrest (2015, unknown): “As was mentioned above, however, Wang and Tomek (2007) find that structural breaks in food prices account for their apparent nonstationarity.”
• Bubbles in food commodity markets: Four decades of evidence ☆ (2014, background): “Wang and Tomek (2005) show that cash prices in general do not follow a random walk and may contain systematic components.”