The dynamics of co-movement and the role of uncertainty as a driver of non-energy commodity prices

Pilar Poncela; Eva Senra; Lya Paola Sierra

Year of publication:	2013
Authors:	Poncela, Pilar ; Senra, Eva ; Sierra, Lya Paola
Publisher:	Madrid : Fundación de las Cajas de Ahorros
Subject:	Rohstoffpreis \| Commodity price \| Preiskonvergenz \| Price convergence \| Risiko \| Risk \| VAR-Modell \| VAR model

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