Gomez, David Matesanz; Ortega, Guillermo J.; Torgler, Benno - Center for Research in Economics, Management and the … - 2011
This paper analyses co-movements in a wide group of commodity prices during the time period 1992-2010. Our methodological approach is based on the correlation matrix and the networks inside. Through this approach we are able to summarize global interaction and interdependence, capturing the...
