References

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• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 2009The building blocks of economic complexity3,365 cited
• 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
• 2012Index Investment and the Financialization of Commodities1,333 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
• 2010Index Investment and Financialization of Commodities723 cited
• 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
• 2001Spatial Market Integration in the Presence of Threshold Effects505 cited
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• 1997Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions454 cited
• 2020Corn Cash Price Forecasting443 cited
• 2003The structure of interdependence in international stock markets413 cited
• 2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality