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Commodity Price Colors 1 Fractal Analysis 1 Long-Memory and Persistence 1
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Cromwell, J. B. 1 Kouassi, E. 1 Labys, W. C. 1
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Empirical Economics 1
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What color are commodity prices? A fractal analysis
Cromwell, J. B.; Labys, W. C.; Kouassi, E. - In: Empirical Economics 25 (2000) 4, pp. 563-580
Commodity price behavior holds much interest not only because these markets are affected by waves of speculative activity similar to security markets but more so that these commodities are linked to industries which purchase them and developing country producers which supply them. Commodity spot...
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