Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach

Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach

This paper shows that some commodity currencies (from Chile, Iceland, Norway, South Africa, Australia, Canada, and New Zealand) predict the synchronization of metals and energy commodities. This relationship links the present-value theory for exchange rates and its connection with commodity export e...

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Bibliographic Details
Main Authors: Nicolas S. Magner, Nicolás Hardy, Jaime Lavin, Tiago Ferreira
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Entropy
Subjects:
commodity markets
returns synchronization
networks analysis
forecasting models
commodity currencies
Online Access:https://www.mdpi.com/1099-4300/25/4/562

Internet

https://www.mdpi.com/1099-4300/25/4/562

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