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Persistent link: https://www.econbiz.de/10011661711
As both speculative and hedging financial flows into commodity futures are expected to link commodity price formation more strongly to equity indices, we investigate whether these processes also create increased correlation amongst the commodities themselves. Considering U.S. oil and gas...
Persistent link: https://www.econbiz.de/10010796417
As both speculative and hedging financial flows into commodity futures are expected to link commodity price formation more strongly to equity indices, we investigate whether these processes also create increased correlation amongst the commodities themselves. Considering U.S. oil and gas...
Persistent link: https://www.econbiz.de/10010707996