Template-Type: ReDIF-Article 1.0 
Author-Name: Ata Assaf
Author-Name:  Khaled Mokni
Author-Name:  Luis Alberiko Gil-Alana
Author-Email:  ata.assaf@balamand.edu.lb
Author-Workplace-Name:  University of Balamand, Lebanon
Title: Long Memory and Change in Persistence in the Rare Earth Market Index
Abstract:  This paper investigates long memory and change in persistence of the rare earth market index. We test for the presence of long memory, complemented with tests that account for regime change or breaks. Our findings confirm the presence of long memory in the rare earth market index, with the memory parameters increasing within two-regime schemes. A break in persistence is also estimated to have occurred on September 4, 2019.
Classification-JEL:  Q32 ,C12 ,C13
Keywords:  Rare earth elements, Long memory, Persistence changes
Journal:  Energy RESEARCH LETTERS
Pages: 1-7
Volume: 4
Issue: 4
Year:  2024
DOI:  2024/07/09
File-URL:  https://erl.scholasticahq.com/api/v1/articles/36532-long-memory-and-change-in-persistence-in-the-rare-earth-market-index.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:90