Concepedia

Structural Breaks In Basis

Structural Breaks in Basis is a methodological construct in commodity basis analysis that identifies and models abrupt, non-recurring shifts in the statistical properties of the basis series, distinguishing it from transient fluctuations by capturing permanent changes in the underlying market structure.

25

Publications

3.5K

Citations

52

Authors

38

Institutions

Publications per year

2017–2026

7

Parents

Publications

25

Further evidence on breaking trend functions in macroeconomic variables

Pierre Perrón · Journal of Econometrics · 1997 · 2K citations · Full text

, , +15

Price drivers and structural breaks in European carbon prices 2005–2007

Émilie Alberola, Julien Chevallier · Energy Policy · 2008 · 483 citations

, , +13

Analyzing the linkage between renewable and non-renewable energy consumption and economic growth by considering structural break in time-series data

Eyup Dogan · Renewable Energy · 2016 · 214 citations

, , +16

Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum

Walid Mensi, Khamis Hamed Al‐Yahyaee, Sang Hoon Kang · Finance research letters · 2018 · 159 citations

, , +17

Optimal forecasts in the presence of structural breaks

M. Hashem Pesaran, Andreas Pick, Mikhail Pranovich · Journal of Econometrics · 2013 · 133 citations

, , +13

1–5 of 25

Authors

52

  1. JM
    Jayaram Muthuswamy

    The University of Sydney, Australia

    1 publications · 65 citations

    1

    h-index

  2. NK
    Neil Kellard

    University of Essex, United Kingdom

    1 publications · 33 citations

    1

    h-index

  3. WM
    Walid Mensi

    Sultan Qaboos University, Oman

    1 publications · 159 citations

    1

    h-index

  4. EL
    Eduardo Ley

    International Monetary Fund, United States

    1 publications · 13 citations

    1

    h-index

  5. NF
    Nathaniel Frank

    University of Oxford, United Kingdom

    1 publications · 13 citations

    1

    h-index

1–5 of 52

Institutions

38

  1. University of Pretoria

    Pretoria, South Africa

    2 h-index

    4 publications

    66 citations

  2. Griffith University

    Brisbane, Australia

    2 h-index

    2 publications

    66 citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    230 citations

  4. Nanjing University of Aeronautics and Astronautics

    Nanjing, China

    1 h-index

    2 publications

    44 citations

  5. Association of Pediatric Program Directors

    McLean, United States

    1 h-index

    1 publications

    11 citations

  6. Laboratoire d’Économie d’Orléans

    Orléans, France

    1 h-index

    1 publications

    13 citations

  7. OsloMet – Oslo Metropolitan University

    Oslo, Norway

    1 h-index

    1 publications

    13 citations

  8. EconomiX

    Nanterre, France

    1 h-index

    1 publications

    483 citations

1–8 of 38

Venues

  1. Energy Policy

    2 publications · 513 citations

    2

    h-index

  2. Energy Economics

    2 publications · 25 citations

    2

    h-index

  3. Journal of Futures Markets

    2 publications · 43 citations

    2

    h-index

  4. Journal of Econometrics

    2 publications · 2.2K citations

    2

    h-index

  5. Economic Change and Restructuring

    1 publications · 12 citations

    1

    h-index

1–5