Examination of the relationship between different commodity indices
Subhakara Valluri
Year of publication: |
2021
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Authors: | Valluri, Subhakara |
Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 22.2021, 1, p. 92-110
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Subject: | commodity markets | commodity indices | causal analysis | Toda and Yamamoto (1995) procedure | Wald statistic | VAR | vector autoregression | S&P GSCI Index | SGK | S&P GSCI Agriculture Index | SGJ | S&P GSCI Energy Index | SGP | S&P GSCI Precious Metals Index | Index | Index number | Rohstoffmarkt | Commodity market | Indexberechnung | Index construction | Wirtschaftsindikator | Economic indicator | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Rohstoffderivat | Commodity derivative | Welt | World | Aktienindex | Stock index |
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