Common dynamics of nonenergy commodity prices and their relation to uncertainty
Pilar Poncela, Eva Senra and Lya Paola Sierra
| Year of publication: |
2014
|
|---|---|
| Authors: | Poncela, Pilar ; Senra, Eva ; Sierra, Lya Paola |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 28/30, p. 3724-3735
|
| Subject: | commodity prices | comovement | factor-augmented vector autoregressive models | Rohstoffpreis | Commodity price | VAR-Modell | VAR model | Volatilität | Volatility | Theorie | Theory | Rohstoffmarkt | Commodity market | Schock | Shock | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010419943