Global vs sectoral factors and the impact of the financialization in commodity price changes
Pilar Poncela, Eva Senra, Lya Paola Sierra
| Year of publication: |
2020
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|---|---|
| Authors: | Poncela, Pilar ; Senra, Eva ; Sierra, Lya Paola |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 31.2020, 4, p. 859-879
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| Subject: | Commodity prices | Co-movement | Dynamic factor models | Global factor | Out-of-sample forecast | Sectoral factors | Rohstoffpreis | Commodity price | Welt | World | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-019-09564-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012302148