Co-movement of Commodity Prices - Results from Dynamic Time Warping Classification
Several factors are responsible for difficulties in describing the behaviour of commodity prices. Firstly, there are numerous different categories of commodities. Secondly, some categories overlap with other categories, while others indirectly compete in the market. Thirdly, although essentially com...
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| Format: | Article |
| Language: | English |
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Krakow University of Economics
2015-11-01
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| Series: | Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie |
| Subjects: | |
| Online Access: | https://krem.uek.krakow.pl/index.php/krem/article/view/501 |