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The Myth of Co-Moving Commodity Prices · Study

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PreprintThe Myth of Co-Moving Commodity Prices

C. John McDermott2003

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Preprintgreen2003

The Myth of Co-Moving Commodity Prices

C. John McDermott · Paul Anthony Cashin · Alasdair M. Scott

51 citations·0/0 files stored·SSRN Electronic Journal

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1990The Excess Co-Movement of Commodity Prices 1948Measuring Business Cycles.1999Booms and Slumps in World Commodity Prices 1971Stochastic Speculative Price 1996The excess co-movement of commodity prices reconsidered

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2012FORECAST FOR AGRICULTURAL COMMODITY FUTURES: THE ROLE OF HIGH FREQUENCY DATA

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Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations51

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.2139/ssrn.321381

openalex_workW1673770912

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