Correlation evidence in the dynamics of agricultural commodity prices
Year of publication: |
2014
|
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Authors: | Boroumand, Raphaël Homayoun ; Goutte, Stephane ; Porcher, Simon ; Porcher, Thomas |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 16/18, p. 1238-1242
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Subject: | agricultural commodities | correlation | volatility | principal component analysis | Volatilität | Volatility | Korrelation | Correlation | Agrarpreis | Agricultural price | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
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