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Asymmetric Cointegration: Barley and Crude Oil Price in United States

MAT RAHIM, SITI ROHAYA (2014): Asymmetric Cointegration: Barley and Crude Oil Price in United States.

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Abstract

This paper examine whether asymmetrics cointegration present in the relationship between barley and crude oil price. The result suggest that an asymmetric cointegration statistically found barley price and oil price are cointegrated and adjustment mechanisms exist in the case between these two variables.

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