Correlation structure analysis of the global agricultural futures market
Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng, Wei-Xing Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Dai, Yun-Shi ; Ngoc Quang Anh Huynh ; Zheng, Qing-Huan ; Zhou, Wei-Xing |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 61.2022, p. 1-15
|
| Subject: | Agricultural futures | Correlation matrix | Econophysics | Random matrix theory | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Theorie | Theory | Lineare Algebra | Linear algebra | Ökonophysik |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101677 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246883