Examination of the relationship between different commodity indices
Subhakara Valluri
| Year of publication: |
2021
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| Authors: | Valluri, Subhakara |
| Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 22.2021, 1, p. 92-110
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| Subject: | commodity markets | commodity indices | causal analysis | Toda and Yamamoto (1995) procedure | Wald statistic | VAR | vector autoregression | S&P GSCI Index | SGK | S&P GSCI Agriculture Index | SGJ | S&P GSCI Energy Index | SGP | S&P GSCI Precious Metals Index | Index | Index number | Rohstoffmarkt | Commodity market | VAR-Modell | VAR model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Kausalanalyse | Causality analysis | Indexberechnung | Index construction | Welt | World | Rohstoffderivat | Commodity derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEBR.2021.116289 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597913