Evolution of comovement between commodity futures: does biofuels matter?
In this study, the linkages of commodity futures are investigated for the period 1988:M1-2012:M4. Monthly futures prices for nine commodities are utilized throughout the empirical analyses. As the empirical approach, wavelet analysis is chosen to investigate the comovement of commodity futures. By u...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2014-06-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/991.pdf
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