HAMMOUDEH, SHAWKAT; SARI, RAMAZAN; EWING, BRADLEY T. - In: Contemporary Economic Policy 27 (2009) 2, pp. 251-264
"We examine the comovements among the prices of four strategic commodities that have long, adequate daily series: oil, gold, silver, and copper as a group. We also explore their causal relationships with two commodity-relevant macrofinancial variables: interest and exchange rates as an expanded...