Dorfman, Jeffrey H.; Karali, Berna - In: Journal of Futures Markets 34 (2014) 11, pp. 1062-1076
<section xml:id="fut21638-sec-0001"> We investigate the linkages between commodity futures prices to determine whether the price patterns have changed during time periods with major changes in the markets. Examining data from 1990 through 2011 we search for changing patterns in correlation coefficients, (non)stationarity, and...</section>