Econometric analysis applied to commodities
- vector autoregressions var
- stationarity
- granger causality
- Gasoline in Central europe
- Gasoline Brent relationship var
- impulse response var (irf var)
- Filters (Brent) Hodric-Prescott filter, Moving average, Kalman Filter, comparison
- Sensitivity of filters to predefined parameters
- Test for a random walk