TY  - JOUR 
AU  - Monge, Manuel
AU  - Infante, Juan
PY  - 2023
SN  - 26526433
UR  - https://hdl.handle.net/20.500.12766/428
AB  - We investigate historical data for crude oil prices using autoregressive fractionally
integrated moving average (ARFIMA) models to determine whether shocks in the series
have transitory or permanent effects. Our best specification is an...
LA  - eng
PB  - Asia-Pacific Applied Economics Association (APAEA)
TI  - A fractional ARIMA (ARFIMA) model in the analysis of historical crude oil prices
DO  - 10.46557/001c.36578
T2  - Energy Research Letters
KW  - Crude oil prices
KW  - Fractional integration
KW  - JEL C00 C22 E30 Q40
KW  - Persistence
VL  - 4
ER  -