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Applied Economics Letters Volume 8, 2001 - Issue 5
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Original Articles

Modelling commodity prices using continuous time models

K. Ben Nowman
&
Helen Wang
Pages 341-345 | Published online: 06 Oct 2010

Citations (6)

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Henrik Andersson. (2007) Are commodity prices mean reverting?. Applied Financial Economics 17:10, pages 769-783.
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Articles from other publishers (5)

S. Maria Immanuvel & D. Lazar. (2020) Does Information Spillover and Leverage Effect Exist in World Gold Markets?. Global Business Review, pages 097215091988547.
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Marta Chylińska. 2019. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 51 57 .
Samuel A. Vigne, Brian M. Lucey, Fergal A. O’Connor & Larisa Yarovaya. (2017) The financial economics of white precious metals — A survey. International Review of Financial Analysis 52, pages 292-308.
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Marta Chylińska & Paweł Miłobędzki. 2017. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 57 67 .
Clinton Watkins & Michael McAleer. (2004) Econometric modelling of non‐ferrous metal prices. Journal of Economic Surveys 18:5, pages 651-701.
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