Modeling Commodity Price Co-Movement: Building on Traditional Methods & Exploring Applications of Machine Learning Models

Author:

Kozian Luca,Osterrieder Joerg,Machado Marcos

Publisher

Elsevier BV

Reference26 articles.

1. On the Comovement of Commodity Prices;C Ai;American Journal of Agricultural Economics,2006

2. A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements;B Algieri;Type: Journal Article,2021

3. Commodity-price comovement and global economic activity;R Alquist;Journal of Monetary Economics,2020

4. Determinants of commodity futures prices: decomposition approach;E Antwi;Mathematical Problems in Engineering,2021

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