Resources Policy · 2019 · 82 citations · 37 references
Economic DiversificationEconomicsNon-energy CommoditiesAsset PricingEnergy TradeBusinessEconomic AnalysisEnergy EconomicsEnergy CommodityCommodity Price IndexCommodity MarketPortfolio AllocationFinance
37
Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations
Error Analysis, Engineering, Finance +15
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Pierre Perrón · Econometrica · 1989 · 7.6K citations