Co-movements in commodity markets andimplications in diversification benefits
Xiao Jing Cai, Zheng Fang, Youngho Chang, Shuairu Tian, Shigeyuki Hamori
| Year of publication: |
2020
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|---|---|
| Authors: | Cai, Xiao Jing ; Fang, Zheng ; Youngho, Chang ; Tian, Shuairu ; Hamori, Shigeyuki |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 2, p. 393-425
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| Subject: | Wavelet coherence analysis | Sharp ratio | Crude oil | Precious metals | Agricultural commodities | Rohstoffmarkt | Commodity market | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Welt | World | Erdöl | Petroleum | Warenbörse | Commodity exchange | Volatilität | Volatility | Diversifikation | Diversification | Ölpreis | Oil price | Rohstoffpreis | Commodity price | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1551-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219019