The cyclical behaviour of commodities
Year of publication: |
August-September 2017
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Authors: | Pereira, Marcelo ; Ramos, Sofia B. ; Dias, José G. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 23.2017, 10/12, p. 1107-1128
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Subject: | commodities | cycles | diversification | heterogeneity | regime-switching model | Konjunktur | Business cycle | Diversifikation | Diversification | Rohstoffmarkt | Commodity market | Volatilität | Volatility | Rohstoffpreis | Commodity price | Welt | World | Schätzung | Estimation |
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