Matesanz, David; Torgler, Benno; Dabat, Germán; … - In: Agricultural Economics 45 (2014) S1, pp. 13-21
This article analyses co-movements in a wide group of commodity prices during the time period 1992–2010. Our methodological approach is based on the correlation matrix and the networks inside. Through this approach we are able to summarize global interaction and interdependence, capturing the...