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"This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two...
Persistent link: https://www.econbiz.de/10008666996
Persistent link: https://www.econbiz.de/10009680556
This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two popular...
Persistent link: https://www.econbiz.de/10013137731
This paper finds that concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two popular...
Persistent link: https://www.econbiz.de/10013151248
This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two popular...
Persistent link: https://www.econbiz.de/10012462271
Persistent link: https://www.econbiz.de/10008711232
Persistent link: https://www.econbiz.de/10010053748
This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two popular...
Persistent link: https://www.econbiz.de/10008680934