CARL and His POT: Measuring Risks in Commodity Markets
نویسندگان
چکیده
منابع مشابه
Influence in commodity markets: Measuring co‐movement globally
This article focuses on a new measure of global co-movement defined as influence: the average partial correlation of one asset with respect to others. The influence of nominal returns and real price cycles of various commodities is computed for the period of January 1968–December 2013. The estimation results show that there is strong co-movement among the average influences of nominal returns o...
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ژورنال
عنوان ژورنال: Risks
سال: 2020
ISSN: 2227-9091
DOI: 10.3390/risks8010027