Byrne, Joseph P and Lorusso, Marco and Xu, Bing (2017): Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations.
Byrne, Joseph P and Sakemoto, Ryuta and Xu, Bing (2017): Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.
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