On the linkages between energy and agricultural commodity prices : a dynamic time warping analysis
Dragan Miljkovic, Puneet Vatsa
| Year of publication: |
2023
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|---|---|
| Authors: | Miljkovic, Dragan ; Vatsa, Puneet |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-13
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| Subject: | Commodity prices | Dynamic time warping | Lead-lag analysis | Pattern recognition | Time-series clustering | Rohstoffpreis | Commodity price | Agrarpreis | Agricultural price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102834 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467554