Correlation Clustering: Analysis of Major Agricultural Commodity Markets
The aim of this article is to compare the clusters formed by the correlation distances between the agricultural and the energy commodity price returns in different periods of time. The energy and agricultural markets have become more interlinked in the past ten years, which can be attributed partly...
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Format: | Article |
Language: | English |
Published: |
Faculty of Engineering, University of Debrecen
2018-07-01
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Series: | International Journal of Engineering and Management Sciences |
Online Access: | https://ojs.lib.unideb.hu/IJEMS/article/view/5053 |