Dynamics of global roundwood prices – Cointegration analysis
Bibliographic Data
| ID | 12630189 |
|---|---|
| Authors | Rafał Chudy (0000-0001-5741-6822, corresponding author), R P Chudy, R W Hagler |
| Year | 2020 |
| Volume | 115 |
| Pages | 102155-102155 |
| Publication date | 2020-03-25 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Forest Policy and Economics (JOURNAL) |
| Journal identifiers | ISSN: 1389-9341 • E-ISSN: 1872-7050 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.forpol.2020.102155 |
| OpenAlex | W3013793754 |
| Language | EN |
| Citations received | 8 |
| References cited | 28 |
Business · Cointegration · Diversification (marketing strategy · Econometrics · Economics · Financial economics · International economics · Investment (military · Macroeconomics · Market integration · Order (exchange · Capital Investment and Risk Analysis · Forest Management and Policy · Market Dynamics and Volatility · Finance
Research trends
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National forest timber bids and export price interlinkages in the USA
Resilient forest-based value chains? Econometric analysis of roundwood prices in five European countries in the era of natural disturbances
Analysing price cointegration of sawmill by-products in the forest-based sector in Austria
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Have China's regulations on imported waste paper improved its quality
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Seasonal integration and cointegration
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Testing the null hypothesis of stationarity against the alternative of a unit root
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Integration of roundwood markets in Austria, Finland and Sweden
Global timber investments, 2005 to 2017
Testing roundwood market efficiency using a multivariate cointegration estimator
Identifying the inter-market relationships of forest products in the Pacific Northwest with cointegration and causality tests
Profitability and risk sources in global timberland investments
A multivariate cointegration test of the law of one price for Canadian softwood lumber markets
Statistical analysis of cointegration vectors
| Unique citing works | 8 |
|---|---|
| Citations per year | 1.33 |
| Citation span | 2020 - 2023 (4) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 8 |