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2016

Lübbers, Johannes; Posch, Peter N

Commodities' common factor: An empirical assessment of the markets' drivers Journal Article

Journal of Commodity Markets, 4 (1), pp. 28 - 40, 2016, ISSN: 2405-8513.

Links | BibTeX | Tags: Co-movement, Commodity-specific common factor, Generalized dynamic factor models