Dawson, P. J.; White, B. - In: Journal of Futures Markets 22 (2002) 3, pp. 269-280
Interdependencies between commodity prices can arise from the impact of changing macroeconomic variables, from complementarities or substitutabilities between commodities, or from common responses by speculators. Malliaris and Urrutia (1996) found significant linkages between rollover prices of...