Similar Search Results

The co-movements along the forward curve of natural gas futures: a structural view

Spargoli, Fabrizio (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003762669

Along the forward curve for natural gas : unobservable shocks and dynamic correlations

Spargoli, Fabrizio (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003521058

Sharp breaks or smooth shifts? : an investigation of the evolution of primary commodity prices

Enders, Walter; Holt, Matthew T. - In: American journal of agricultural economics 94 (2012) 3, pp. 659-673

Persistent link: https://www.econbiz.de/10009576555

Co-Movement of Major Commodity Price Returns : Time-Series Assessment

de Nicola, Francesca - 2014

This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model...

Persistent link: https://www.econbiz.de/10011396127