Global factors, uncertainty, weather conditions and energy prices: on the drivers of the duration of commodity price cycle phases

We investigate the role of global factors in explaining the length of commodity price cycle phases, using a continuous-time Weibull duration model and data for a panel of 33 countries over the period 1980Q1-2015Q4. We find evidence of increasing (constant) positive duration dependence for commodity...

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Bibliographic Details
Main Authors: Luca Agnello, Vitor Castro, Shawkat Hammoudeh, Ricardo Sousa
Format: Default Article
Published: 2020
Subjects:
Mechanical engineering not elsewhere classified
Commodity price cycles
Continuous-time Weibull model
Global factors
Mechanical Engineering
Online Access:https://hdl.handle.net/2134/12613034.v1
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https://hdl.handle.net/2134/12613034.v1

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