Commodity Correlation Risk

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Correlation in Volatility Among Related Commodity Markets

Related commodity markets have two characteristics: (i) they may follow similar volatility processes; and (ii) such markets are frequently represented by a market aggregate or index. Indices are used to represent the performance and time series properties of a group of markets. An important issue regarding the time series properties of an index is how it reflects the time series properties of i...

متن کامل

The correlation length of commodity markets 2. Theoretical framework

The second of this series of two papers is devoted to a theoretical analysis of spatial interaction between commodity markets. The theoretical framework that we present is referred to as the stochastic spatial arbitrage model (SSAM); it accounts for most of the empirical regularities observed in the first paper. Two basic mechanisms are found to be responsible for spatial inter-market interacti...

متن کامل

IDS Interoperability and Correlation Using IDMEF and Commodity Systems

Over the past decade Intrusion Detection Systems (IDS) have been steadily improving their efficiency and effectiveness in detecting attacks. This is particularly true with signature-based IDS due to progress in attack analysis and attack signature specification. At the same time system complexity, overall numbers of bugs and security vulnerabilities have increased. This has led to the recogniti...

متن کامل

Correlation and correlation risk

Correlation is a well-established concept to capture the linear relationship between two or more variables. This article covers basic properties, fallacies of correlation and correlation risk in financial applications.

متن کامل

Correlation Based ADALINE Neural Network for Commodity Trading

Commodity trading is one of the most popular resources owning to its eminent predictable return on investment to earn money through trading. The trading includes all kinds of commodities like agricultural goods such as wheat, coffee, cocoa etc., and hard products like gold, rubber, crude oils etc.,. The investment decision can be made very easily with the help of the proposed model. The propose...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Social Science Research Network

سال: 2022

ISSN: ['1556-5068']

DOI: https://doi.org/10.2139/ssrn.4265924