Commodity financialisation and price co-movement : lessons from two centuries of evidence
Year of publication: |
2021
|
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Authors: | Zaremba, Adam ; Umar, Zaghum ; Mikutowski, Mateusz |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-5
|
Subject: | Co-movement | Commodity markets | Correlation | Early security prices | Financialisation | Gerber statistic | Finanzkapitalismus | Financial capitalism | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Korrelation | Rohstoffderivat | Commodity derivative | Welt | World | Börsenkurs | Share price | Marktintegration | Market integration | Preiskonvergenz | Price convergence | Warenbörse | Commodity exchange |
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