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~person:"Okimoto, Tatsuyoshi"
~subject:"Commodity market"
~subject:"Commodity price"
~subject:"Electricity price"
~type_genre:"Arbeitspapier"
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Search: "Ohashi, Kazuhiko"
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Commodity market
Commodity price
Electricity price
Correlation
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Rohstoffpreis
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1983-2011
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Rohstoffmarkt
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commodity return
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excess comovement
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financialization
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regime change
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smooth transition
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Okimoto, Tatsuyoshi
Ōhashi, Kazuhiko
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CAMA working paper series
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ECONIS (ZBW)
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Increasing trends in the excess comovement of commodity prices
Ōhashi, Kazuhiko
;
Okimoto, Tatsuyoshi
-
2016
Persistent link: https://www.econbiz.de/10011757955
Saved in:
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Increasing trends in the excess comovement of commodity prices
Ōhashi, Kazuhiko
;
Okimoto, Tatsuyoshi
-
2013
Persistent link: https://www.econbiz.de/10009750385
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