Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Year of publication: |
2022
|
---|---|
Authors: | Wen, Xiaoqian ; Xie, Yuxin ; Pantelous, Athanasios A. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-15
|
Subject: | Commodity futures | GAS-factor copula | Extreme price co-movement | Industrial production growth | Panel regressions | Rohstoffderivat | Commodity derivative | Produktivität | Productivity | Industrieproduktion | Industrial production | Schätzung | Estimation | Rohstoffpreis | Commodity price | Warenbörse | Commodity exchange |
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