A shock like no other: coronavirus rattles commodity markets
نویسندگان
چکیده
منابع مشابه
Correlations in Commodity Markets
In this paper we analyzed cross-correlations in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of investigated contracts. We also studied dynamic properties of correlations. It turned out that the ma...
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ژورنال
عنوان ژورنال: Environment, Development and Sustainability
سال: 2020
ISSN: 1387-585X,1573-2975
DOI: 10.1007/s10668-020-00934-4