Global vs sectoral factors and the impact of the financialization in commodity price changes
Year of publication: |
2020
|
---|---|
Authors: | Poncela, Pilar ; Senra, Eva ; Sierra, Lya Paola |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 31.2020, 4, p. 859-879
|
Subject: | Commodity prices | Co-movement | Dynamic factor models | Global factor | Out-of-sample forecast | Sectoral factors | Rohstoffpreis | Commodity price | Welt | World | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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