Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
Author:
Affiliation:
1. School of Social Sciences, Heriot-Watt University, Edinburgh, UK
2. YJFX, Inc., Tokyo, Japan
3. Keio University, Tokyo, Japan
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)
Link
http://academic.oup.com/erae/advance-article-pdf/doi/10.1093/erae/jbz017/28565600/jbz017.pdf
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4. Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010;Alvarez-Ramirez;Technological Forecasting and Social Change,2012
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